+1,742.3%
ASX vs HCA
+1,648.5%
+93.8%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.4% |
| 7D | -0.7% | -3.1% | +2.4% | 0.0% |
| 30D | +2.0% | -1.1% | +3.1% | +2.1% |
| 3M | -1.3% | +12.2% | -13.5% | -4.9% |
| 6M | +71.4% | -25.3% | +96.8% | +81.9% |
| YTD | +135.3% | -12.9% | +148.3% | +140.0% |
| 1Y | +267.5% | -0.9% | +268.4% | +261.2% |
| 3Y | +388.5% | +47.6% | +340.9% | +325.3% |
| 5Y | +417.1% | +67.0% | +350.1% | +328.6% |
| 10Y | +872.7% | +471.4% | +401.3% | +493.9% |
| All | +1,742.3% | +1,648.5% | +93.8% | +784.2% |
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