+247.2%
AMAT vs HCA
+68.3%
+178.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.6% |
| 7D | -1.5% | -3.1% | +1.6% | -0.6% |
| 30D | -14.8% | -1.1% | -13.7% | -14.6% |
| 3M | -9.3% | +12.2% | -21.4% | -14.1% |
| 6M | +27.4% | -25.3% | +52.7% | +40.2% |
| YTD | +77.6% | -12.9% | +90.5% | +83.8% |
| 1Y | +188.9% | -0.9% | +189.9% | +182.3% |
| 3Y | +202.3% | +47.6% | +154.7% | +138.4% |
| All | +247.2% | +68.3% | +178.9% | +138.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling