+1,162.5%
HCA vs CNH
+36.2%
+1,126.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +0.8% | +3.0% | -2.2% | -0.3% |
| 30D | +6.1% | -0.6% | +6.7% | +5.9% |
| 3M | +21.4% | +14.6% | +6.8% | +14.8% |
| 6M | +17.2% | +11.8% | +5.4% | +10.6% |
| YTD | +7.5% | +30.4% | -23.0% | -4.5% |
| 1Y | +6.2% | +19.1% | -12.9% | -3.0% |
| 3Y | +122.0% | +30.2% | +91.8% | +87.9% |
| 5Y | +112.2% | -17.8% | +130.0% | +105.1% |
| 10Y | +675.7% | +103.9% | +571.8% | +414.8% |
| All | +1,162.5% | +36.2% | +1,126.4% | +750.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling