+193.4%
AMAT vs HCA
-3.4%
+196.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.7% | +3.9% |
| 7D | +7.0% | -2.8% | +9.8% | +6.6% |
| 30D | -12.2% | -2.7% | -9.5% | -12.5% |
| 3M | -3.8% | +11.5% | -15.3% | -3.8% |
| 6M | +45.9% | -24.3% | +70.2% | +56.7% |
| YTD | +84.6% | -13.6% | +98.2% | +96.4% |
| 1Y | +193.4% | -3.2% | +196.6% | +213.1% |
| All | +193.4% | -3.4% | +196.7% | +213.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling