+60.4%
HCA vs CRL
+38.6%
+21.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.6% | +1.2% |
| 7D | +5.4% | -3.5% | +9.0% | +5.7% |
| 30D | +3.0% | -2.1% | +5.1% | +3.1% |
| 3M | +13.0% | +48.0% | -34.9% | +10.2% |
| 6M | -20.3% | +64.7% | -85.0% | -22.9% |
| YTD | -8.2% | +39.5% | -47.7% | -10.4% |
| 1Y | +6.7% | +74.2% | -67.5% | +1.7% |
| 3Y | +60.4% | +39.4% | +21.0% | +50.3% |
| All | +60.4% | +38.6% | +21.8% | +50.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling