+58.5%
HCA vs CP
+19.7%
+38.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.2% | +6.1% | +5.2% |
| 7D | +4.9% | +0.6% | +4.3% | +4.7% |
| 30D | +1.9% | -0.5% | +2.4% | +2.0% |
| 3M | +12.7% | +0.1% | +12.7% | +12.6% |
| 6M | -22.3% | +7.8% | -30.2% | -23.9% |
| YTD | -9.3% | +22.9% | -32.2% | -14.0% |
| 1Y | +2.7% | +21.3% | -18.6% | -2.3% |
| All | +58.5% | +19.7% | +38.8% | +47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling