+117.0%
AXP vs HCA
+118.8%
-1.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.2% | -0.8% |
| 7D | +0.6% | +4.6% | -4.0% | -0.2% |
| 30D | +5.8% | +12.7% | -6.9% | +3.6% |
| 3M | -6.0% | +21.3% | -27.3% | -9.3% |
| 6M | +0.3% | +15.7% | -15.4% | -2.6% |
| YTD | -12.3% | +6.6% | -18.8% | -14.0% |
| 1Y | -11.2% | +5.7% | -17.0% | -13.0% |
| 3Y | +117.0% | +119.2% | -2.2% | +66.5% |
| All | +117.0% | +118.8% | -1.8% | +66.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling