+695.6%
AVGO vs HCA
+69.0%
+626.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.8% | -0.9% |
| 7D | +1.0% | +2.9% | -1.9% | +0.4% |
| 30D | -13.3% | +2.4% | -15.7% | -13.8% |
| 3M | -2.9% | +13.0% | -15.9% | -6.0% |
| 6M | +5.7% | -21.4% | +27.1% | +11.6% |
| YTD | +4.6% | -9.5% | +14.1% | +6.3% |
| 1Y | -1.6% | +7.5% | -9.2% | -4.7% |
| 3Y | +336.2% | +57.6% | +278.6% | +261.8% |
| 5Y | +695.6% | +71.1% | +624.5% | +496.6% |
| All | +695.6% | +69.0% | +626.6% | +496.6% |
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