+440.3%
AXP vs HCA
+695.0%
-254.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.2% |
| 7D | -1.1% | +7.9% | -9.1% | -4.6% |
| 30D | +5.2% | +11.9% | -6.7% | -0.2% |
| 3M | -4.6% | +22.4% | -26.9% | -13.3% |
| 6M | +3.2% | +16.5% | -13.2% | -4.9% |
| YTD | -11.3% | +8.7% | -20.1% | -16.7% |
| 1Y | -11.0% | +6.7% | -17.7% | -15.9% |
| 3Y | +120.2% | +127.0% | -6.8% | +38.9% |
| 5Y | +91.7% | +113.9% | -22.2% | +19.3% |
| 10Y | +440.3% | +656.7% | -216.4% | +94.5% |
| All | +440.3% | +695.0% | -254.6% | +94.5% |
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