+114.5%
HCA vs CNP
+74.5%
+40.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.6% |
| 7D | +0.8% | +1.3% | -0.5% | +0.3% |
| 30D | +6.1% | +3.8% | +2.3% | +3.9% |
| 3M | +21.4% | +2.4% | +19.1% | +19.4% |
| 6M | +17.2% | -1.2% | +18.4% | +17.1% |
| YTD | +7.5% | +9.3% | -1.8% | +2.1% |
| 1Y | +6.2% | +6.4% | -0.3% | +2.1% |
| 3Y | +122.0% | +66.4% | +55.7% | +66.6% |
| All | +114.5% | +74.5% | +40.0% | +57.5% |
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