+2,718.4%
AMAT vs HCA
+2,041.0%
+677.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.5% | +6.7% | +5.0% |
| 7D | -14.7% | +4.6% | -19.3% | -16.3% |
| 30D | -36.1% | +12.7% | -48.8% | -38.9% |
| 3M | -36.9% | +21.3% | -58.1% | -41.3% |
| 6M | -22.2% | +15.7% | -37.9% | -27.6% |
| YTD | +29.9% | +6.6% | +23.3% | +24.0% |
| 1Y | +43.3% | +5.7% | +37.5% | +36.8% |
| 3Y | +142.7% | +119.2% | +23.4% | +71.8% |
| 5Y | +126.2% | +107.9% | +18.3% | +60.4% |
| 10Y | +1,211.7% | +610.7% | +601.1% | +501.3% |
| All | +2,718.4% | +2,041.0% | +677.4% | +798.6% |
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 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