-0.9%
HCA vs COR
+12.8%
-13.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.8% | -0.5% |
| 7D | -3.1% | +2.8% | -5.8% | -3.8% |
| 30D | -1.1% | +4.5% | -5.7% | -2.5% |
| 3M | +12.2% | +22.7% | -10.5% | +6.3% |
| 6M | -25.3% | -9.7% | -15.6% | -22.9% |
| YTD | -12.9% | -1.4% | -11.5% | -13.3% |
| 1Y | -0.9% | +13.9% | -14.9% | -4.8% |
| All | -0.9% | +12.8% | -13.7% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 1y: compounded portfolio wealth divided by compounded COR 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…
1y analysis · Full analysis span regression · 6 months rolling