+1,754.0%
HCA vs CMI
+726.7%
+1,027.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.1% | +0.9% |
| 7D | +5.4% | -0.7% | +6.1% | +5.7% |
| 30D | +3.0% | -12.4% | +15.4% | +7.8% |
| 3M | +13.0% | -14.8% | +27.8% | +18.4% |
| 6M | -20.3% | +0.8% | -21.1% | -22.4% |
| YTD | -8.2% | +10.2% | -18.4% | -14.6% |
| 1Y | +6.7% | +37.4% | -30.7% | -9.8% |
| 3Y | +60.4% | +153.3% | -92.9% | +1.5% |
| 5Y | +73.4% | +167.6% | -94.2% | +5.4% |
| 10Y | +506.9% | +514.4% | -7.4% | +162.0% |
| All | +1,754.0% | +726.7% | +1,027.3% | +572.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling