+115.4%
AMD vs HCA
+7.0%
+108.4%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.3% | -8.4% | -8.9% |
| 7D | +18.9% | +0.8% | +18.1% | +19.2% |
| 30D | -6.4% | +6.1% | -12.5% | -4.2% |
| 3M | +10.6% | +21.4% | -10.9% | +20.4% |
| 6M | +19.9% | +17.2% | +2.7% | +34.8% |
| YTD | +149.4% | +7.5% | +141.9% | +170.6% |
| 1Y | +115.4% | +6.2% | +109.2% | +133.3% |
| All | +115.4% | +7.0% | +108.4% | +133.3% |
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