+1,645.7%
HCA vs CMS
+479.1%
+1,166.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -1.0% |
| 7D | -2.8% | +1.2% | -4.0% | -3.3% |
| 30D | -2.7% | -3.2% | +0.4% | -1.4% |
| 3M | +11.5% | -2.2% | +13.7% | +12.5% |
| 6M | -24.3% | -9.4% | -14.9% | -20.9% |
| YTD | -13.6% | +0.7% | -14.3% | -14.1% |
| 1Y | -3.2% | +0.4% | -3.5% | -3.8% |
| 3Y | +50.4% | +35.2% | +15.2% | +29.3% |
| 5Y | +64.8% | +24.1% | +40.6% | +46.4% |
| 10Y | +456.5% | +115.8% | +340.7% | +288.8% |
| All | +1,645.7% | +479.1% | +1,166.7% | +491.9% |
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