+125.1%
HCA vs CNH
+35.8%
+89.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.1% |
| 7D | -0.9% | +6.7% | -7.6% | -1.8% |
| 30D | +10.3% | +7.2% | +3.1% | +9.2% |
| 3M | +23.2% | +17.5% | +5.7% | +19.8% |
| 6M | +19.1% | +15.0% | +4.2% | +15.9% |
| YTD | +9.0% | +36.8% | -27.8% | +3.0% |
| 1Y | +10.2% | +27.6% | -17.4% | +5.1% |
| All | +125.1% | +35.8% | +89.3% | +104.8% |
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