+70.3%
HCA vs CMS
+23.1%
+47.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.9% | +5.8% | +5.4% |
| 7D | +4.9% | +0.2% | +4.8% | +4.8% |
| 30D | +1.9% | -1.3% | +3.2% | +2.4% |
| 3M | +12.7% | -5.4% | +18.1% | +15.6% |
| 6M | -22.3% | -10.3% | -12.0% | -18.4% |
| YTD | -9.3% | -0.2% | -9.1% | -9.6% |
| 1Y | +2.7% | -0.9% | +3.6% | +2.6% |
| 3Y | +57.8% | +34.0% | +23.9% | +35.4% |
| 5Y | +70.3% | +23.6% | +46.8% | +51.4% |
| All | +70.3% | +23.1% | +47.3% | +51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling