+123.1%
ASML vs HCA
-3.4%
+126.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +2.9% |
| 7D | +6.0% | -2.8% | +8.8% | +5.8% |
| 30D | +1.4% | -2.7% | +4.1% | +1.2% |
| 3M | +1.0% | +11.5% | -10.5% | +0.3% |
| 6M | +37.0% | -24.3% | +61.3% | +45.6% |
| YTD | +65.8% | -13.6% | +79.3% | +74.3% |
| 1Y | +123.1% | -3.2% | +126.3% | +129.9% |
| All | +123.1% | -3.4% | +126.5% | +129.9% |
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 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