+565.7%
AMZN vs HCA
+511.6%
+54.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.6% | +1.7% |
| 7D | -0.7% | +5.4% | -6.1% | -1.8% |
| 30D | -3.9% | +3.0% | -6.9% | -4.6% |
| 3M | +6.3% | +13.0% | -6.7% | +3.3% |
| 6M | +20.8% | -20.3% | +41.0% | +25.9% |
| YTD | +11.2% | -8.2% | +19.5% | +12.3% |
| 1Y | +11.7% | +6.7% | +5.0% | +8.8% |
| 3Y | +79.4% | +60.4% | +19.1% | +56.9% |
| 5Y | +48.0% | +73.4% | -25.4% | +24.7% |
| All | +565.7% | +511.6% | +54.1% | +347.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling