+82.7%
ASML vs HCA
+111.8%
-29.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +4.9% | +0.8% | +4.1% | +4.7% |
| 30D | -9.3% | +6.1% | -15.3% | -11.0% |
| 3M | -19.0% | +21.4% | -40.4% | -23.8% |
| 6M | -5.2% | +17.2% | -22.4% | -10.5% |
| YTD | +40.6% | +7.5% | +33.1% | +36.3% |
| 1Y | +47.5% | +6.2% | +41.3% | +43.3% |
| 3Y | +133.9% | +122.0% | +11.9% | +57.3% |
| All | +82.7% | +111.8% | -29.1% | +13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling