+114.5%
HCA vs CPB
-33.2%
+147.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.5% | -0.9% |
| 7D | +0.8% | -1.6% | +2.4% | +1.1% |
| 30D | +6.1% | +19.2% | -13.1% | +2.7% |
| 3M | +21.4% | -0.9% | +22.4% | +21.3% |
| 6M | +17.2% | +15.2% | +1.9% | +13.7% |
| YTD | +7.5% | -13.1% | +20.5% | +9.5% |
| 1Y | +6.2% | -22.4% | +28.6% | +10.6% |
| 3Y | +122.0% | -35.3% | +157.3% | +136.7% |
| All | +114.5% | -33.2% | +147.8% | +121.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling