+7.5%
HCA vs CNH
+20.2%
-12.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.7% | +0.2% |
| 7D | +2.9% | -2.5% | +5.4% | +3.2% |
| 30D | +2.4% | +27.0% | -24.6% | -1.0% |
| 3M | +13.0% | +32.6% | -19.6% | +8.6% |
| 6M | -21.4% | +23.6% | -45.0% | -23.8% |
| YTD | -9.5% | +47.8% | -57.3% | -14.5% |
| 1Y | +7.5% | +21.3% | -13.7% | +5.6% |
| All | +7.5% | +20.2% | -12.7% | +5.6% |
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