+3,038.9%
AMAT vs HCA
+2,083.8%
+955.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +2.0% | +9.4% | +10.7% |
| 7D | -1.1% | +7.9% | -9.0% | -3.8% |
| 30D | -26.9% | +11.9% | -38.8% | -29.9% |
| 3M | -31.2% | +22.4% | -53.6% | -36.2% |
| 6M | -14.7% | +16.5% | -31.2% | -20.7% |
| YTD | +44.7% | +8.7% | +36.0% | +37.3% |
| 1Y | +62.0% | +6.7% | +55.3% | +54.4% |
| 3Y | +165.0% | +127.0% | +38.0% | +85.4% |
| 5Y | +147.1% | +113.9% | +33.2% | +73.7% |
| 10Y | +1,315.3% | +656.7% | +658.5% | +538.8% |
| All | +3,038.9% | +2,083.8% | +955.1% | +894.8% |
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