+498.2%
HCA vs COR
+406.5%
+91.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | +5.4% | -2.8% | +8.3% | +6.7% |
| 30D | +3.0% | +2.6% | +0.4% | +1.8% |
| 3M | +13.0% | +14.5% | -1.4% | +6.6% |
| 6M | -20.3% | -7.8% | -12.4% | -18.5% |
| YTD | -8.2% | -4.2% | -4.0% | -8.1% |
| 1Y | +6.7% | +7.0% | -0.3% | +1.6% |
| 3Y | +60.4% | +85.5% | -25.1% | +18.5% |
| 5Y | +73.4% | +181.2% | -107.8% | +6.6% |
| All | +498.2% | +406.5% | +91.7% | +232.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling