+498.2%
HCA vs CHRW
+183.1%
+315.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.1% | +1.3% |
| 7D | +5.4% | +3.5% | +1.9% | +4.6% |
| 30D | +3.0% | +4.6% | -1.6% | +1.9% |
| 3M | +13.0% | -19.7% | +32.7% | +17.5% |
| 6M | -20.3% | -12.4% | -7.8% | -19.1% |
| YTD | -8.2% | -3.9% | -4.3% | -9.9% |
| 1Y | +6.7% | +18.4% | -11.7% | -1.6% |
| 3Y | +60.4% | +88.8% | -28.5% | +24.8% |
| 5Y | +73.4% | +93.5% | -20.1% | +29.6% |
| All | +498.2% | +183.1% | +315.1% | +295.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 10y: compounded portfolio wealth divided by compounded CHRW 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…
10y analysis · Full analysis span regression · 6 months rolling