+1,761.8%
ASML vs HCA
+456.4%
+1,305.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +3.2% |
| 7D | +6.0% | -2.8% | +8.8% | +7.0% |
| 30D | +1.4% | -2.7% | +4.1% | +2.2% |
| 3M | +1.0% | +11.5% | -10.5% | -4.2% |
| 6M | +37.0% | -24.3% | +61.3% | +49.5% |
| YTD | +65.8% | -13.6% | +79.3% | +71.5% |
| 1Y | +123.1% | -3.2% | +126.3% | +119.9% |
| 3Y | +188.2% | +50.4% | +137.7% | +131.8% |
| 5Y | +115.6% | +64.8% | +50.8% | +62.9% |
| 10Y | +1,761.8% | +456.5% | +1,305.3% | +808.9% |
| All | +1,761.8% | +456.4% | +1,305.4% | +808.9% |
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 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