+11.7%
AMZN vs HCA
+8.6%
+3.1%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.6% | +1.9% |
| 7D | -0.7% | +5.4% | -6.1% | -0.9% |
| 30D | -3.9% | +3.0% | -6.9% | -4.0% |
| 3M | +6.3% | +13.0% | -6.7% | +5.9% |
| 6M | +20.8% | -20.3% | +41.0% | +20.7% |
| YTD | +11.2% | -8.2% | +19.5% | +11.4% |
| 1Y | +11.7% | +6.7% | +5.0% | +19.9% |
| All | +11.7% | +8.6% | +3.1% | +19.9% |
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 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