+3,622.5%
ASML vs HCA
+2,041.0%
+1,581.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.5% | +7.5% | +5.8% |
| 7D | -9.0% | +4.6% | -13.6% | -10.6% |
| 30D | -21.0% | +12.7% | -33.7% | -24.2% |
| 3M | -16.3% | +21.3% | -37.6% | -21.7% |
| 6M | -7.5% | +15.7% | -23.2% | -13.2% |
| YTD | +34.0% | +6.6% | +27.4% | +28.6% |
| 1Y | +39.3% | +5.7% | +33.5% | +33.7% |
| 3Y | +128.9% | +119.2% | +9.6% | +68.0% |
| 5Y | +76.1% | +107.9% | -31.8% | +29.4% |
| 10Y | +1,428.4% | +610.7% | +817.7% | +642.9% |
| All | +3,622.5% | +2,041.0% | +1,581.5% | +1,144.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling