+1,658.7%
HCA vs CP
+726.0%
+932.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.4% | -1.2% |
| 7D | -3.1% | -2.7% | -0.4% | -1.9% |
| 30D | -1.1% | +0.2% | -1.3% | -1.3% |
| 3M | +12.2% | +2.6% | +9.6% | +10.7% |
| 6M | -25.3% | +6.0% | -31.3% | -27.6% |
| YTD | -12.9% | +24.9% | -37.9% | -22.0% |
| 1Y | -0.9% | +20.1% | -21.0% | -9.9% |
| 3Y | +47.6% | +16.4% | +31.2% | +33.0% |
| 5Y | +67.0% | +31.7% | +35.2% | +39.9% |
| 10Y | +471.4% | +223.9% | +247.6% | +224.2% |
| All | +1,658.7% | +726.0% | +932.7% | +485.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling