+1,645.7%
HCA vs COR
+1,132.1%
+513.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | +0.1% |
| 7D | -2.8% | -1.9% | -0.9% | -2.0% |
| 30D | -2.7% | +1.5% | -4.3% | -3.6% |
| 3M | +11.5% | +18.7% | -7.2% | +3.2% |
| 6M | -24.3% | -9.0% | -15.2% | -22.1% |
| YTD | -13.6% | -3.3% | -10.3% | -13.8% |
| 1Y | -3.2% | +9.8% | -13.0% | -9.1% |
| 3Y | +50.4% | +87.4% | -36.9% | +9.0% |
| 5Y | +64.8% | +180.5% | -115.7% | -1.3% |
| 10Y | +456.5% | +398.1% | +58.4% | +153.0% |
| All | +1,645.7% | +1,132.1% | +513.7% | +332.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling