+1,731.8%
HCA vs CLX
+111.0%
+1,620.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.2% | +7.1% | +5.4% |
| 7D | +4.9% | -4.9% | +9.8% | +6.0% |
| 30D | +1.9% | -15.8% | +17.7% | +5.6% |
| 3M | +12.7% | -7.9% | +20.7% | +14.6% |
| 6M | -22.3% | -19.0% | -3.3% | -19.2% |
| YTD | -9.3% | -7.9% | -1.4% | -8.2% |
| 1Y | +2.7% | -25.4% | +28.1% | +8.4% |
| 3Y | +57.8% | -35.0% | +92.8% | +70.3% |
| 5Y | +70.3% | -36.8% | +107.1% | +82.0% |
| 10Y | +499.7% | -1.4% | +501.1% | +400.8% |
| All | +1,731.8% | +111.0% | +1,620.8% | +868.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling