+2,071.1%
HCA vs CI
+660.3%
+1,410.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.6% | -0.4% |
| 7D | +0.8% | +1.2% | -0.3% | +0.3% |
| 30D | +6.1% | +2.6% | +3.5% | +4.9% |
| 3M | +21.4% | +7.4% | +14.0% | +17.5% |
| 6M | +17.2% | -0.1% | +17.3% | +16.6% |
| YTD | +7.5% | +9.7% | -2.3% | +2.0% |
| 1Y | +6.2% | +12.1% | -6.0% | -0.2% |
| 3Y | +122.0% | +7.0% | +115.0% | +102.2% |
| 5Y | +112.2% | +49.7% | +62.5% | +59.4% |
| 10Y | +675.7% | +147.2% | +528.5% | +340.6% |
| All | +2,071.1% | +660.3% | +1,410.7% | +610.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling