+368.3%
HCA vs CLBK
+64.7%
+303.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.3% | +6.2% | +5.4% |
| 7D | +4.9% | -1.5% | +6.4% | +5.4% |
| 30D | +1.9% | +6.7% | -4.8% | -0.4% |
| 3M | +12.7% | +21.2% | -8.4% | +5.3% |
| 6M | -22.3% | +42.0% | -64.3% | -31.4% |
| YTD | -9.3% | +63.3% | -72.6% | -24.1% |
| 1Y | +2.7% | +65.4% | -62.7% | -14.9% |
| 3Y | +57.8% | +52.5% | +5.4% | +28.6% |
| 5Y | +70.3% | +42.0% | +28.4% | +29.1% |
| All | +368.3% | +64.7% | +303.6% | +222.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling