+4,374.7%
ASML vs HCA
+1,648.5%
+2,726.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.2% | +4.5% |
| 7D | +1.1% | -3.1% | +4.2% | +2.0% |
| 30D | +2.2% | -1.1% | +3.3% | +2.4% |
| 3M | -2.3% | +12.2% | -14.5% | -7.0% |
| 6M | +23.0% | -25.3% | +48.3% | +33.3% |
| YTD | +61.1% | -12.9% | +74.0% | +65.6% |
| 1Y | +129.1% | -0.9% | +130.0% | +124.8% |
| 3Y | +165.4% | +47.6% | +117.7% | +122.6% |
| 5Y | +109.5% | +67.0% | +42.5% | +65.6% |
| 10Y | +1,645.7% | +471.4% | +1,174.3% | +811.4% |
| All | +4,374.7% | +1,648.5% | +2,726.1% | +1,502.3% |
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