+6.7%
HCA vs CLBK
+68.0%
-61.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.4% | +1.4% |
| 7D | +5.4% | -1.5% | +6.9% | +5.5% |
| 30D | +3.0% | -1.0% | +4.0% | +3.1% |
| 3M | +13.0% | +22.9% | -9.9% | +10.7% |
| 6M | -20.3% | +44.2% | -64.5% | -22.8% |
| YTD | -8.2% | +64.0% | -72.2% | -12.2% |
| 1Y | +6.7% | +65.7% | -59.0% | +1.3% |
| All | +6.7% | +68.0% | -61.3% | +1.3% |
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