-0.9%
HCA vs CNH
+29.2%
-30.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.0% | -5.1% | -1.5% |
| 7D | -3.1% | +23.3% | -26.4% | -5.8% |
| 30D | -1.1% | +33.5% | -34.6% | -5.0% |
| 3M | +12.2% | +32.7% | -20.6% | +7.7% |
| 6M | -25.3% | +22.2% | -47.5% | -27.8% |
| YTD | -12.9% | +57.7% | -70.6% | -18.9% |
| 1Y | -0.9% | +28.0% | -28.9% | -2.9% |
| All | -0.9% | +29.2% | -30.2% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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