+490.2%
HCA vs CP
+230.5%
+259.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.2% | +0.6% |
| 7D | +2.9% | -2.7% | +5.6% | +4.4% |
| 30D | +2.4% | -3.4% | +5.7% | +4.1% |
| 3M | +13.0% | -0.6% | +13.7% | +13.1% |
| 6M | -21.4% | +6.3% | -27.7% | -24.3% |
| YTD | -9.5% | +21.2% | -30.6% | -19.2% |
| 1Y | +7.5% | +20.0% | -12.5% | -3.9% |
| 3Y | +57.6% | +18.7% | +38.9% | +37.0% |
| 5Y | +71.1% | +34.8% | +36.4% | +34.4% |
| All | +490.2% | +230.5% | +259.6% | +184.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling