+72.8%
HCA vs CPB
-41.0%
+113.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | +5.4% | -1.8% | +7.2% | +5.7% |
| 30D | +3.0% | -7.1% | +10.1% | +4.2% |
| 3M | +13.0% | -6.0% | +19.1% | +13.9% |
| 6M | -20.3% | -5.3% | -15.0% | -19.8% |
| YTD | -8.2% | -20.8% | +12.6% | -4.7% |
| 1Y | +6.7% | -33.8% | +40.5% | +14.6% |
| 3Y | +60.4% | -43.7% | +104.1% | +76.1% |
| All | +72.8% | -41.0% | +113.8% | +85.3% |
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