+1,658.7%
HCA vs CHRW
+188.4%
+1,470.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.3% |
| 7D | -3.1% | -1.4% | -1.7% | -2.7% |
| 30D | -1.1% | -3.5% | +2.3% | -0.4% |
| 3M | +12.2% | -19.4% | +31.6% | +17.1% |
| 6M | -25.3% | -21.4% | -4.0% | -21.9% |
| YTD | -12.9% | -7.1% | -5.8% | -13.9% |
| 1Y | -0.9% | +17.8% | -18.8% | -9.4% |
| 3Y | +47.6% | +78.8% | -31.1% | +14.5% |
| 5Y | +67.0% | +83.5% | -16.6% | +24.7% |
| 10Y | +471.4% | +160.2% | +311.2% | +264.3% |
| All | +1,658.7% | +188.4% | +1,470.3% | +938.7% |
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