+95.5%
AMD vs HCA
+11.2%
+84.3%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +10.3% | -9.3% | +4.9% |
| 7D | -15.5% | +10.2% | -25.8% | -12.3% |
| 30D | -22.6% | +17.4% | -40.1% | -17.3% |
| 3M | -5.7% | +27.7% | -33.4% | +4.6% |
| 6M | +43.1% | +20.0% | +23.1% | +61.9% |
| YTD | +128.2% | +10.0% | +118.3% | +149.2% |
| 1Y | +95.5% | +9.0% | +86.5% | +113.0% |
| All | +95.5% | +11.2% | +84.3% | +113.0% |
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 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