+650.3%
HCA vs CNH
+106.0%
+544.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +0.8% | +3.0% | -2.2% | -0.4% |
| 30D | +6.1% | -0.6% | +6.7% | +5.9% |
| 3M | +21.4% | +14.6% | +6.8% | +14.1% |
| 6M | +17.2% | +11.8% | +5.4% | +10.0% |
| YTD | +7.5% | +30.4% | -23.0% | -5.7% |
| 1Y | +6.2% | +19.1% | -12.9% | -3.9% |
| 3Y | +122.0% | +30.2% | +91.8% | +83.3% |
| 5Y | +112.2% | -17.8% | +130.0% | +104.1% |
| All | +650.3% | +106.0% | +544.3% | +388.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling