+498.2%
HCA vs CI
+144.2%
+354.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.4% | +1.4% |
| 7D | +5.4% | -0.1% | +5.5% | +5.5% |
| 30D | +3.0% | +1.8% | +1.2% | +2.2% |
| 3M | +13.0% | -4.2% | +17.3% | +14.8% |
| 6M | -20.3% | +8.8% | -29.1% | -23.7% |
| YTD | -8.2% | +3.7% | -12.0% | -10.6% |
| 1Y | +6.7% | -6.1% | +12.8% | +7.3% |
| 3Y | +60.4% | +4.5% | +55.9% | +46.6% |
| 5Y | +73.4% | +50.5% | +22.9% | +27.1% |
| All | +498.2% | +144.2% | +354.0% | +270.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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