+9.7%
AMZN vs HCA
-0.5%
+10.2%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.9% | -0.1% |
| 7D | -3.0% | -3.1% | +0.1% | -2.8% |
| 30D | -5.2% | -1.1% | -4.1% | -5.1% |
| 3M | +1.9% | +12.2% | -10.3% | +1.4% |
| 6M | +19.2% | -25.3% | +44.6% | +20.1% |
| YTD | +12.0% | -12.9% | +24.9% | +12.4% |
| 1Y | +9.7% | -0.9% | +10.6% | +10.0% |
| All | +9.7% | -0.5% | +10.2% | +10.0% |
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