+504.9%
ABBV vs HCA
+511.6%
-6.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.5% | +0.5% |
| 7D | +0.3% | +5.4% | -5.2% | -1.0% |
| 30D | +3.4% | +3.0% | +0.4% | +2.6% |
| 3M | +15.2% | +13.0% | +2.2% | +11.7% |
| 6M | +14.7% | -20.3% | +34.9% | +20.2% |
| YTD | +15.2% | -8.2% | +23.4% | +16.6% |
| 1Y | +20.4% | +6.7% | +13.7% | +17.4% |
| 3Y | +91.3% | +60.4% | +31.0% | +66.7% |
| 5Y | +189.6% | +73.4% | +116.1% | +141.4% |
| All | +504.9% | +511.6% | -6.7% | +242.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling