+58.2%
HCA vs CPB
-43.2%
+101.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.1% | +0.5% |
| 7D | +2.9% | -5.4% | +8.3% | +3.7% |
| 30D | +2.4% | -7.8% | +10.2% | +3.4% |
| 3M | +13.0% | -6.9% | +20.0% | +13.9% |
| 6M | -21.4% | -12.2% | -9.2% | -20.2% |
| YTD | -9.5% | -21.1% | +11.6% | -6.8% |
| 1Y | +7.5% | -33.5% | +41.0% | +13.5% |
| All | +58.2% | -43.2% | +101.4% | +69.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling