+71.1%
HCA vs CNP
+66.3%
+4.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.6% |
| 7D | +2.9% | -2.2% | +5.1% | +3.9% |
| 30D | +2.4% | -2.1% | +4.4% | +3.1% |
| 3M | +13.0% | -7.9% | +21.0% | +17.1% |
| 6M | -21.4% | -8.3% | -13.1% | -18.4% |
| YTD | -9.5% | +3.8% | -13.2% | -11.5% |
| 1Y | +7.5% | +5.9% | +1.7% | +4.1% |
| 3Y | +57.6% | +49.3% | +8.3% | +27.0% |
| 5Y | +71.1% | +69.3% | +1.8% | +34.1% |
| All | +71.1% | +66.3% | +4.8% | +34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling