+197.1%
ABT vs HCA
+511.6%
-314.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.7% | -1.7% |
| 7D | -5.9% | +5.4% | -11.3% | -7.3% |
| 30D | -8.1% | +3.0% | -11.1% | -8.9% |
| 3M | +14.5% | +13.0% | +1.5% | +10.6% |
| 6M | -6.3% | -20.3% | +14.0% | -1.0% |
| YTD | -17.1% | -8.2% | -8.9% | -15.8% |
| 1Y | -21.4% | +6.7% | -28.1% | -23.5% |
| 3Y | +5.9% | +60.4% | -54.5% | -9.1% |
| 5Y | -12.8% | +73.4% | -86.2% | -28.3% |
| All | +197.1% | +511.6% | -314.5% | +75.0% |
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