+71.1%
HCA vs COR
+179.1%
-108.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | +2.9% | -4.8% | +7.8% | +4.9% |
| 30D | +2.4% | -3.7% | +6.1% | +3.7% |
| 3M | +13.0% | +14.3% | -1.3% | +6.9% |
| 6M | -21.4% | -8.5% | -12.9% | -19.1% |
| YTD | -9.5% | -4.4% | -5.1% | -9.1% |
| 1Y | +7.5% | +9.1% | -1.6% | +1.2% |
| 3Y | +57.6% | +85.2% | -27.6% | +11.0% |
| 5Y | +71.1% | +180.7% | -109.5% | -1.6% |
| All | +71.1% | +179.1% | -108.0% | -1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling