+1,645.7%
HCA vs CRL
+628.7%
+1,017.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +1.9% | +0.1% |
| 7D | -2.8% | -0.6% | -2.2% | -2.7% |
| 30D | -2.7% | +5.0% | -7.7% | -4.4% |
| 3M | +11.5% | +50.6% | -39.1% | -2.7% |
| 6M | -24.3% | +60.9% | -85.2% | -36.3% |
| YTD | -13.6% | +40.7% | -54.3% | -24.8% |
| 1Y | -3.2% | +73.3% | -76.5% | -22.5% |
| 3Y | +50.4% | +40.6% | +9.9% | +19.1% |
| 5Y | +64.8% | -37.0% | +101.8% | +77.9% |
| 10Y | +456.5% | +244.3% | +212.3% | +154.0% |
| All | +1,645.7% | +628.7% | +1,017.1% | +475.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling