+60.4%
HCA vs CRS
+612.2%
-551.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.4% |
| 7D | +5.4% | -6.8% | +12.2% | +5.8% |
| 30D | +3.0% | -16.1% | +19.1% | +3.8% |
| 3M | +13.0% | -21.2% | +34.2% | +14.0% |
| 6M | -20.3% | +8.7% | -28.9% | -21.0% |
| YTD | -8.2% | +41.0% | -49.2% | -10.4% |
| 1Y | +6.7% | +82.7% | -76.0% | +3.2% |
| 3Y | +60.4% | +604.8% | -544.4% | +43.6% |
| All | +60.4% | +612.2% | -551.9% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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