-0.9%
HCA vs CP
+19.9%
-20.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.4% | -1.1% |
| 7D | -3.1% | -2.7% | -0.4% | -2.5% |
| 30D | -1.1% | +0.2% | -1.3% | -1.1% |
| 3M | +12.2% | +2.6% | +9.6% | +11.6% |
| 6M | -25.3% | +6.0% | -31.3% | -26.6% |
| YTD | -12.9% | +24.9% | -37.9% | -15.8% |
| 1Y | -0.9% | +20.1% | -21.0% | -3.1% |
| All | -0.9% | +19.9% | -20.9% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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