+1,658.7%
HCA vs CI
+619.3%
+1,039.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.4% |
| 7D | -3.1% | +1.3% | -4.4% | -3.6% |
| 30D | -1.1% | +4.4% | -5.6% | -3.1% |
| 3M | +12.2% | +0.7% | +11.5% | +11.5% |
| 6M | -25.3% | +0.3% | -25.7% | -26.0% |
| YTD | -12.9% | +3.8% | -16.8% | -15.2% |
| 1Y | -0.9% | -5.5% | +4.6% | -0.7% |
| 3Y | +47.6% | +8.1% | +39.5% | +33.0% |
| 5Y | +67.0% | +42.8% | +24.2% | +27.9% |
| 10Y | +471.4% | +143.9% | +327.6% | +225.3% |
| All | +1,658.7% | +619.3% | +1,039.4% | +490.6% |
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 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