+72.8%
HCA vs CRS
+1,363.4%
-1,290.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.5% |
| 7D | +5.4% | -6.8% | +12.2% | +6.3% |
| 30D | +3.0% | -16.1% | +19.1% | +5.2% |
| 3M | +13.0% | -21.2% | +34.2% | +16.0% |
| 6M | -20.3% | +8.7% | -28.9% | -21.9% |
| YTD | -8.2% | +41.0% | -49.2% | -13.5% |
| 1Y | +6.7% | +82.7% | -76.0% | -3.3% |
| 3Y | +60.4% | +604.8% | -544.4% | +9.1% |
| All | +72.8% | +1,363.4% | -1,290.6% | -5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling