+48.5%
AMZN vs HCA
+71.9%
-23.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.6% | +1.6% |
| 7D | -0.7% | +5.4% | -6.1% | -2.1% |
| 30D | -3.9% | +3.0% | -6.9% | -4.8% |
| 3M | +6.3% | +13.0% | -6.7% | +2.5% |
| 6M | +20.8% | -20.3% | +41.0% | +27.7% |
| YTD | +11.2% | -8.2% | +19.5% | +12.6% |
| 1Y | +11.7% | +6.7% | +5.0% | +7.5% |
| 3Y | +79.4% | +60.4% | +19.1% | +45.0% |
| All | +48.5% | +71.9% | -23.4% | +9.2% |
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