+72.8%
HCA vs CNC
+10.7%
+62.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +1.1% |
| 7D | +5.4% | -0.9% | +6.3% | +5.6% |
| 30D | +3.0% | -1.0% | +3.9% | +3.1% |
| 3M | +13.0% | +4.5% | +8.5% | +11.8% |
| 6M | -20.3% | +85.2% | -105.5% | -29.2% |
| YTD | -8.2% | +61.4% | -69.6% | -17.1% |
| 1Y | +6.7% | +94.9% | -88.2% | -7.8% |
| 3Y | +60.4% | 0.0% | +60.4% | +53.9% |
| All | +72.8% | +10.7% | +62.0% | +64.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling