+634.9%
HLT vs CNC
+374.9%
+260.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.3% |
| 7D | -1.6% | -0.9% | -0.7% | -1.5% |
| 30D | -5.0% | -1.0% | -4.1% | -4.9% |
| 3M | -10.4% | +4.5% | -14.9% | -11.4% |
| 6M | +3.2% | +85.2% | -82.0% | -8.6% |
| YTD | +6.7% | +61.4% | -54.7% | -3.7% |
| 1Y | +10.3% | +94.9% | -84.6% | -4.7% |
| 3Y | +99.3% | 0.0% | +99.3% | +87.6% |
| 5Y | +143.7% | +11.2% | +132.5% | +119.1% |
| 10Y | +584.7% | +98.7% | +486.0% | +431.1% |
| All | +634.9% | +374.9% | +260.0% | +373.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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