-0.9%
HCA vs CNC
+129.2%
-130.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -1.0% |
| 7D | -3.1% | +3.5% | -6.6% | -3.2% |
| 30D | -1.1% | +0.1% | -1.2% | -1.2% |
| 3M | +12.2% | +6.9% | +5.2% | +11.7% |
| 6M | -25.3% | +49.0% | -74.4% | -27.2% |
| YTD | -12.9% | +62.9% | -75.9% | -16.7% |
| 1Y | -0.9% | +134.0% | -134.9% | -9.6% |
| All | -0.9% | +129.2% | -130.1% | -9.6% |
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