+84.5%
AAPL vs HCA
+57.5%
+27.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.7% | +3.6% |
| 7D | -0.5% | +2.9% | -3.4% | -0.9% |
| 30D | +7.1% | +2.4% | +4.7% | +6.7% |
| 3M | +12.1% | +13.0% | -1.0% | +9.8% |
| 6M | +25.4% | -21.4% | +46.8% | +29.9% |
| YTD | +20.5% | -9.5% | +29.9% | +21.5% |
| 1Y | +44.5% | +7.5% | +37.0% | +41.3% |
| All | +84.5% | +57.5% | +27.1% | +71.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling