+2,071.1%
HCA vs CMS
+497.3%
+1,573.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -1.1% |
| 7D | +0.8% | +1.7% | -0.9% | 0.0% |
| 30D | +6.1% | +6.2% | -0.1% | +3.2% |
| 3M | +21.4% | +0.6% | +20.8% | +20.9% |
| 6M | +17.2% | -1.8% | +18.9% | +17.9% |
| YTD | +7.5% | +3.8% | +3.6% | +5.2% |
| 1Y | +6.2% | -1.8% | +7.9% | +6.6% |
| 3Y | +122.0% | +39.8% | +82.2% | +88.2% |
| 5Y | +112.2% | +37.1% | +75.1% | +80.2% |
| 10Y | +675.7% | +138.6% | +537.1% | +417.4% |
| All | +2,071.1% | +497.3% | +1,573.8% | +625.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling