+6.7%
HCA vs CMI
+39.5%
-32.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.1% | +1.4% |
| 7D | +5.4% | -0.7% | +6.1% | +5.4% |
| 30D | +3.0% | -12.4% | +15.4% | +2.3% |
| 3M | +13.0% | -14.8% | +27.8% | +11.9% |
| 6M | -20.3% | +0.8% | -21.1% | -20.9% |
| YTD | -8.2% | +10.2% | -18.4% | -9.1% |
| 1Y | +6.7% | +37.4% | -30.7% | +5.4% |
| All | +6.7% | +39.5% | -32.8% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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