+1,731.8%
HCA vs CNC
+722.3%
+1,009.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.8% | +5.7% | +5.2% |
| 7D | +4.9% | -4.9% | +9.8% | +6.5% |
| 30D | +1.9% | -3.8% | +5.7% | +2.9% |
| 3M | +12.7% | -3.2% | +16.0% | +13.0% |
| 6M | -22.3% | +47.9% | -70.2% | -33.3% |
| YTD | -9.3% | +55.7% | -65.0% | -24.1% |
| 1Y | +2.7% | +106.2% | -103.5% | -22.7% |
| 3Y | +57.8% | -2.1% | +59.9% | +42.0% |
| 5Y | +70.3% | +3.4% | +66.9% | +46.6% |
| 10Y | +499.7% | +91.7% | +408.0% | +306.4% |
| All | +1,731.8% | +722.3% | +1,009.4% | +617.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling