+407.0%
AXP vs HCA
+675.7%
-268.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -0.1% | +0.8% | -0.9% | -0.5% |
| 30D | +4.4% | +6.1% | -1.6% | +1.5% |
| 3M | -6.4% | +21.4% | -27.8% | -14.7% |
| 6M | +4.2% | +17.2% | -13.0% | -4.3% |
| YTD | -12.4% | +7.5% | -19.8% | -17.2% |
| 1Y | -11.1% | +6.2% | -17.3% | -15.8% |
| 3Y | +114.9% | +122.0% | -7.1% | +36.9% |
| 5Y | +87.4% | +112.2% | -24.8% | +16.9% |
| All | +407.0% | +675.7% | -268.7% | +83.8% |
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