+111.2%
AMD vs HCA
+11.6%
+99.6%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +1.9% | +12.8% | +15.4% |
| 7D | +6.5% | +9.0% | -2.5% | +9.9% |
| 30D | -15.3% | +11.8% | -27.1% | -11.4% |
| 3M | +9.7% | +22.1% | -12.3% | +19.0% |
| 6M | +13.2% | +16.4% | -3.2% | +26.9% |
| YTD | +140.6% | +8.6% | +131.9% | +159.7% |
| 1Y | +111.2% | +10.6% | +100.6% | +124.4% |
| All | +111.2% | +11.6% | +99.6% | +124.4% |
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