+134.2%
ASML vs HCA
+119.4%
+14.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.4% | -2.4% |
| 7D | +10.4% | -1.3% | +11.7% | +10.4% |
| 30D | -12.7% | +8.7% | -21.4% | -13.1% |
| 3M | -17.2% | +21.0% | -38.2% | -18.3% |
| 6M | -1.3% | +17.0% | -18.3% | -1.6% |
| YTD | +40.8% | +7.8% | +33.0% | +42.5% |
| 1Y | +45.2% | +6.4% | +38.8% | +47.1% |
| All | +134.2% | +119.4% | +14.8% | +86.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling