+337.5%
AMD vs HCA
+68.3%
+269.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.0% | +5.7% | +4.9% |
| 7D | +2.6% | -3.1% | +5.6% | +3.2% |
| 30D | -0.9% | -1.1% | +0.2% | -0.8% |
| 3M | -8.7% | +12.2% | -20.9% | -12.2% |
| 6M | +136.3% | -25.3% | +161.7% | +154.1% |
| YTD | +123.0% | -12.9% | +135.9% | +127.1% |
| 1Y | +195.2% | -0.9% | +196.1% | +186.1% |
| 3Y | +336.3% | +47.6% | +288.7% | +242.8% |
| All | +337.5% | +68.3% | +269.2% | +192.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling