+9.0%
HCA vs CNC
+122.0%
-113.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +12.6% | -2.3% | +9.2% |
| 7D | +10.2% | +13.4% | -3.1% | +9.1% |
| 30D | +17.4% | +18.2% | -0.8% | +16.2% |
| 3M | +27.7% | +18.6% | +9.0% | +26.2% |
| 6M | +20.0% | +41.9% | -21.9% | +17.3% |
| YTD | +10.0% | +84.7% | -74.7% | +1.9% |
| 1Y | +9.0% | +110.5% | -101.5% | -4.5% |
| All | +9.0% | +122.0% | -113.0% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 1y: compounded portfolio wealth divided by compounded CNC 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…
1y analysis · Full analysis span regression · 6 months rolling