+5,571.9%
AMD vs HCA
+1,648.5%
+3,923.3%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.0% | +5.7% | +5.0% |
| 7D | +2.6% | -3.1% | +5.6% | +3.6% |
| 30D | -0.9% | -1.1% | +0.2% | -0.7% |
| 3M | -8.7% | +12.2% | -20.9% | -13.7% |
| 6M | +136.3% | -25.3% | +161.7% | +156.0% |
| YTD | +123.0% | -12.9% | +135.9% | +127.2% |
| 1Y | +195.2% | -0.9% | +196.1% | +185.3% |
| 3Y | +336.3% | +47.6% | +288.7% | +250.5% |
| 5Y | +334.5% | +67.0% | +267.5% | +225.6% |
| 10Y | +6,259.1% | +471.4% | +5,787.7% | +2,674.2% |
| All | +5,571.9% | +1,648.5% | +3,923.3% | +1,327.9% |
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