+72.8%
HCA vs CLX
-38.5%
+111.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.6% |
| 7D | +5.4% | -5.7% | +11.1% | +6.8% |
| 30D | +3.0% | -17.0% | +20.0% | +7.3% |
| 3M | +13.0% | -9.7% | +22.7% | +15.4% |
| 6M | -20.3% | -19.8% | -0.4% | -16.7% |
| YTD | -8.2% | -9.8% | +1.6% | -6.6% |
| 1Y | +6.7% | -26.2% | +32.9% | +13.1% |
| 3Y | +60.4% | -36.2% | +96.6% | +74.5% |
| All | +72.8% | -38.5% | +111.3% | +83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 5y: compounded portfolio wealth divided by compounded CLX 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…
5y analysis · Full analysis span regression · 6 months rolling