+1,315.3%
AMAT vs HCA
+695.0%
+620.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +2.0% | +9.4% | +10.6% |
| 7D | -1.1% | +7.9% | -9.0% | -4.2% |
| 30D | -26.9% | +11.9% | -38.8% | -30.3% |
| 3M | -31.2% | +22.4% | -53.6% | -36.8% |
| 6M | -14.7% | +16.5% | -31.2% | -21.4% |
| YTD | +44.7% | +8.7% | +36.0% | +36.4% |
| 1Y | +62.0% | +6.7% | +55.3% | +53.5% |
| 3Y | +165.0% | +127.0% | +38.0% | +72.1% |
| 5Y | +147.1% | +113.9% | +33.2% | +60.6% |
| 10Y | +1,315.3% | +656.7% | +658.5% | +488.5% |
| All | +1,315.3% | +695.0% | +620.3% | +488.5% |
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