+464.9%
AXP vs HCA
+456.4%
+8.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.3% |
| 7D | +0.6% | -2.8% | +3.4% | +1.8% |
| 30D | -4.3% | -2.7% | -1.6% | -3.3% |
| 3M | +4.7% | +11.5% | -6.8% | -1.0% |
| 6M | +9.0% | -24.3% | +33.3% | +21.7% |
| YTD | -11.1% | -13.6% | +2.5% | -7.2% |
| 1Y | +1.3% | -3.2% | +4.5% | -0.1% |
| 3Y | +114.5% | +50.4% | +64.1% | +65.8% |
| 5Y | +118.0% | +64.8% | +53.3% | +54.6% |
| 10Y | +464.9% | +456.5% | +8.4% | +139.5% |
| All | +464.9% | +456.4% | +8.5% | +139.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling