+58.5%
HCA vs CNH
+9.4%
+49.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.2% | +2.7% | +4.6% |
| 7D | +4.9% | +1.8% | +3.1% | +4.6% |
| 30D | +1.9% | +32.6% | -30.7% | -2.2% |
| 3M | +12.7% | +29.4% | -16.7% | +8.3% |
| 6M | -22.3% | +26.0% | -48.3% | -25.3% |
| YTD | -9.3% | +52.2% | -61.5% | -15.2% |
| 1Y | +2.7% | +23.9% | -21.1% | -1.2% |
| All | +58.5% | +9.4% | +49.1% | +52.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling