+127.8%
AAPL vs HCA
+71.9%
+55.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.4% | +1.4% |
| 7D | +3.8% | +5.4% | -1.6% | +2.4% |
| 30D | +9.9% | +3.0% | +7.0% | +8.9% |
| 3M | +12.5% | +13.0% | -0.5% | +8.3% |
| 6M | +27.6% | -20.3% | +47.9% | +35.1% |
| YTD | +22.6% | -8.2% | +30.8% | +24.1% |
| 1Y | +45.0% | +6.7% | +38.3% | +39.8% |
| 3Y | +87.8% | +60.4% | +27.4% | +54.5% |
| All | +127.8% | +71.9% | +55.9% | +72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling