+1,729.1%
HCA vs CRS
+1,373.8%
+355.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.4% |
| 7D | +2.9% | -4.1% | +7.0% | +3.9% |
| 30D | +2.4% | -16.6% | +19.0% | +6.7% |
| 3M | +13.0% | -14.3% | +27.3% | +16.3% |
| 6M | -21.4% | +11.6% | -33.0% | -24.7% |
| YTD | -9.5% | +42.6% | -52.0% | -18.6% |
| 1Y | +7.5% | +81.8% | -74.3% | -9.9% |
| 3Y | +57.6% | +632.1% | -574.5% | -14.2% |
| 5Y | +71.1% | +1,401.6% | -1,330.5% | -27.8% |
| 10Y | +498.8% | +1,379.0% | -880.3% | +119.2% |
| All | +1,729.1% | +1,373.8% | +355.3% | +546.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling