+19.3%
ARM vs HCA
+11.2%
+8.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +10.3% | -15.6% | -0.6% |
| 7D | -18.7% | +10.2% | -28.9% | -14.7% |
| 30D | -36.7% | +17.4% | -54.1% | -31.5% |
| 3M | -31.6% | +27.7% | -59.3% | -22.9% |
| 6M | -5.6% | +20.0% | -25.7% | +8.5% |
| YTD | +75.5% | +10.0% | +65.5% | +97.0% |
| 1Y | +19.3% | +9.0% | +10.3% | +34.7% |
| All | +19.3% | +11.2% | +8.2% | +34.7% |
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