+71.1%
HCA vs CG
+2.7%
+68.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.2% | +0.3% |
| 7D | +2.9% | -9.8% | +12.7% | +4.9% |
| 30D | +2.4% | -10.3% | +12.7% | +4.3% |
| 3M | +13.0% | -1.7% | +14.7% | +13.0% |
| 6M | -21.4% | -9.8% | -11.6% | -20.3% |
| YTD | -9.5% | -25.6% | +16.1% | -5.3% |
| 1Y | +7.5% | -32.5% | +40.1% | +14.4% |
| 3Y | +57.6% | +45.6% | +12.0% | +29.7% |
| 5Y | +71.1% | +3.7% | +67.5% | +44.8% |
| All | +71.1% | +2.7% | +68.4% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling