+498.2%
HCA vs CPB
-45.3%
+543.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | +5.4% | -1.8% | +7.2% | +5.6% |
| 30D | +3.0% | -7.1% | +10.1% | +3.7% |
| 3M | +13.0% | -6.0% | +19.1% | +13.6% |
| 6M | -20.3% | -5.3% | -15.0% | -20.0% |
| YTD | -8.2% | -20.8% | +12.6% | -6.2% |
| 1Y | +6.7% | -33.8% | +40.5% | +11.2% |
| 3Y | +60.4% | -43.7% | +104.1% | +69.4% |
| 5Y | +73.4% | -40.7% | +114.2% | +82.8% |
| All | +498.2% | -45.3% | +543.5% | +528.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling