+526.5%
ABT vs HCA
+1,721.2%
-1,194.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.9% | -5.2% | -1.4% |
| 7D | -4.7% | +4.9% | -9.7% | -5.9% |
| 30D | -3.1% | +1.9% | -5.0% | -3.6% |
| 3M | +16.1% | +12.7% | +3.4% | +12.7% |
| 6M | -5.3% | -22.3% | +17.0% | 0.0% |
| YTD | -14.4% | -9.3% | -5.1% | -13.0% |
| 1Y | -18.4% | +2.7% | -21.1% | -19.6% |
| 3Y | +11.2% | +57.8% | -46.6% | -2.0% |
| 5Y | -9.4% | +70.3% | -79.7% | -22.9% |
| 10Y | +209.7% | +499.7% | -289.9% | +96.8% |
| All | +526.5% | +1,721.2% | -1,194.7% | +228.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling