+9.0%
HCA vs CLBK
+65.7%
-56.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.9% | +9.4% | +10.3% |
| 7D | +10.2% | +4.6% | +5.7% | +9.9% |
| 30D | +17.4% | -1.5% | +18.9% | +17.5% |
| 3M | +27.7% | +4.4% | +23.3% | +26.9% |
| 6M | +20.0% | +31.7% | -11.7% | +16.6% |
| YTD | +10.0% | +58.7% | -48.7% | +5.4% |
| 1Y | +9.0% | +64.9% | -55.8% | +4.6% |
| All | +9.0% | +65.7% | -56.7% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 1y: compounded portfolio wealth divided by compounded CLBK 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…
1y analysis · Full analysis span regression · 6 months rolling