+29.9%
AAPL vs HCA
+11.2%
+18.7%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +10.3% | -5.0% | +4.0% |
| 7D | +1.7% | +10.2% | -8.6% | +0.4% |
| 30D | +5.0% | +17.4% | -12.4% | +3.1% |
| 3M | +13.1% | +27.7% | -14.6% | +10.1% |
| 6M | +26.5% | +20.0% | +6.5% | +23.6% |
| YTD | +28.9% | +10.0% | +18.9% | +26.2% |
| 1Y | +29.9% | +9.0% | +20.9% | +27.1% |
| All | +29.9% | +11.2% | +18.7% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 1y: compounded portfolio wealth divided by compounded HCA 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…
1y analysis · Full analysis span regression · 6 months rolling