+185.0%
ABBV vs HCA
+69.6%
+115.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.8% | +1.7% |
| 7D | -2.0% | +2.9% | -4.9% | -2.5% |
| 30D | +2.0% | +2.4% | -0.4% | +1.5% |
| 3M | +14.2% | +13.0% | +1.1% | +11.4% |
| 6M | +14.1% | -21.4% | +35.4% | +18.5% |
| YTD | +14.2% | -9.5% | +23.7% | +15.6% |
| 1Y | +24.2% | +7.5% | +16.7% | +21.6% |
| 3Y | +89.8% | +57.6% | +32.2% | +71.7% |
| All | +185.0% | +69.6% | +115.4% | +147.6% |
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