+2,993.4%
AMZN vs HCA
+1,635.7%
+1,357.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | +0.8% | -2.8% | +3.6% | +1.4% |
| 30D | -6.4% | -2.7% | -3.6% | -5.9% |
| 3M | +4.8% | +11.5% | -6.7% | +2.1% |
| 6M | +20.5% | -24.3% | +44.8% | +26.9% |
| YTD | +11.3% | -13.6% | +24.9% | +13.8% |
| 1Y | +9.0% | -3.2% | +12.2% | +8.5% |
| 3Y | +85.9% | +50.4% | +35.5% | +65.9% |
| 5Y | +45.8% | +64.8% | -19.0% | +25.7% |
| 10Y | +555.5% | +456.5% | +98.9% | +327.1% |
| All | +2,993.4% | +1,635.7% | +1,357.7% | +1,434.4% |
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