+1,395.4%
ASML vs HCA
+593.4%
+802.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.5% | +7.5% | +5.8% |
| 7D | -9.0% | +4.6% | -13.6% | -10.7% |
| 30D | -21.0% | +12.7% | -33.7% | -24.6% |
| 3M | -16.3% | +21.3% | -37.6% | -22.4% |
| 6M | -7.5% | +15.7% | -23.2% | -13.8% |
| YTD | +34.0% | +6.6% | +27.4% | +28.1% |
| 1Y | +39.3% | +5.7% | +33.5% | +33.1% |
| 3Y | +128.9% | +119.2% | +9.6% | +58.9% |
| 5Y | +76.1% | +107.9% | -31.8% | +21.8% |
| All | +1,395.4% | +593.4% | +802.0% | +577.7% |
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 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