+50.4%
HCA vs CMS
+35.3%
+15.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | -2.8% | +1.2% | -4.0% | -3.3% |
| 30D | -2.7% | -3.2% | +0.4% | -1.5% |
| 3M | +11.5% | -2.2% | +13.7% | +12.5% |
| 6M | -24.3% | -9.4% | -14.9% | -21.1% |
| YTD | -13.6% | +0.7% | -14.3% | -14.0% |
| 1Y | -3.2% | +0.4% | -3.5% | -3.7% |
| 3Y | +50.4% | +35.2% | +15.2% | +36.2% |
| All | +50.4% | +35.3% | +15.1% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 3y: compounded portfolio wealth divided by compounded CMS 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…
3y analysis · Full analysis span regression · 6 months rolling