+2,071.1%
HCA vs CHRW
+162.7%
+1,908.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +0.8% | +7.3% | -6.5% | -0.9% |
| 30D | +6.1% | -3.6% | +9.7% | +6.6% |
| 3M | +21.4% | -9.6% | +31.0% | +23.3% |
| 6M | +17.2% | -17.0% | +34.2% | +19.9% |
| YTD | +7.5% | -15.4% | +22.9% | +7.8% |
| 1Y | +6.2% | -10.0% | +16.2% | +4.5% |
| 3Y | +122.0% | +82.2% | +39.9% | +68.0% |
| 5Y | +112.2% | +59.4% | +52.8% | +64.0% |
| 10Y | +675.7% | +129.7% | +546.0% | +407.7% |
| All | +2,071.1% | +162.7% | +1,908.4% | +1,201.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling