+922.7%
HCA vs CNH
+64.7%
+858.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.0% | -5.1% | -2.3% |
| 7D | -3.1% | +23.3% | -26.4% | -9.5% |
| 30D | -1.1% | +33.5% | -34.6% | -10.2% |
| 3M | +12.2% | +32.7% | -20.6% | +1.5% |
| 6M | -25.3% | +22.2% | -47.5% | -31.1% |
| YTD | -12.9% | +57.7% | -70.6% | -26.4% |
| 1Y | -0.9% | +28.0% | -28.9% | -10.7% |
| 3Y | +47.6% | +11.5% | +36.1% | +33.9% |
| 5Y | +67.0% | +11.9% | +55.1% | +46.3% |
| 10Y | +471.4% | +162.8% | +308.7% | +255.1% |
| All | +922.7% | +64.7% | +858.1% | +555.1% |
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