+58.5%
HCA vs CNP
+52.2%
+6.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.9% | +5.8% | +5.2% |
| 7D | +4.9% | +0.7% | +4.3% | +4.7% |
| 30D | +1.9% | -0.1% | +1.9% | +1.7% |
| 3M | +12.7% | -5.6% | +18.4% | +14.9% |
| 6M | -22.3% | -7.5% | -14.9% | -20.3% |
| YTD | -9.3% | +5.5% | -14.8% | -11.1% |
| 1Y | +2.7% | +8.3% | -5.6% | -0.2% |
| All | +58.5% | +52.2% | +6.3% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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