+1,665.8%
AMAT vs HCA
+456.4%
+1,209.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.7% | +4.3% |
| 7D | +7.0% | -2.8% | +9.8% | +8.1% |
| 30D | -12.2% | -2.7% | -9.5% | -11.4% |
| 3M | -3.8% | +11.5% | -15.3% | -9.5% |
| 6M | +45.9% | -24.3% | +70.2% | +60.3% |
| YTD | +84.6% | -13.6% | +98.2% | +91.3% |
| 1Y | +193.4% | -3.2% | +196.6% | +187.7% |
| 3Y | +228.1% | +50.4% | +177.7% | +155.6% |
| 5Y | +268.9% | +64.8% | +204.2% | +168.1% |
| 10Y | +1,665.8% | +456.5% | +1,209.2% | +716.6% |
| All | +1,665.8% | +456.4% | +1,209.3% | +716.6% |
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 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