+9.0%
HCA vs CPB
-18.4%
+27.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +5.9% | +4.4% | +9.3% |
| 7D | +10.2% | +13.0% | -2.7% | +8.4% |
| 30D | +17.4% | +20.5% | -3.1% | +14.5% |
| 3M | +27.7% | +2.2% | +25.5% | +26.5% |
| 6M | +20.0% | +15.4% | +4.6% | +17.8% |
| YTD | +10.0% | -12.3% | +22.3% | +10.1% |
| 1Y | +9.0% | -18.0% | +27.0% | +9.0% |
| All | +9.0% | -18.4% | +27.5% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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