+818.4%
AXP vs HCA
+1,648.5%
-830.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.7% |
| 7D | -2.1% | -3.1% | +1.0% | -1.1% |
| 30D | -6.5% | -1.1% | -5.4% | -6.3% |
| 3M | +4.6% | +12.2% | -7.5% | -0.2% |
| 6M | +5.4% | -25.3% | +30.8% | +16.1% |
| YTD | -11.1% | -12.9% | +1.8% | -8.0% |
| 1Y | -0.3% | -0.9% | +0.6% | -2.0% |
| 3Y | +111.6% | +47.6% | +63.9% | +74.8% |
| 5Y | +117.6% | +67.0% | +50.6% | +67.0% |
| 10Y | +474.1% | +471.4% | +2.7% | +188.8% |
| All | +818.4% | +1,648.5% | -830.1% | +229.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling