+498.2%
HCA vs CRL
+256.1%
+242.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.6% | +0.8% |
| 7D | +5.4% | -3.5% | +9.0% | +6.5% |
| 30D | +3.0% | -2.1% | +5.1% | +3.5% |
| 3M | +13.0% | +48.0% | -34.9% | +0.7% |
| 6M | -20.3% | +64.7% | -85.0% | -32.0% |
| YTD | -8.2% | +39.5% | -47.7% | -18.6% |
| 1Y | +6.7% | +74.2% | -67.5% | -12.7% |
| 3Y | +60.4% | +39.4% | +21.0% | +30.9% |
| 5Y | +73.4% | -36.9% | +110.3% | +94.8% |
| All | +498.2% | +256.1% | +242.1% | +196.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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