+67.8%
B vs HCA
-0.5%
+68.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.2% |
| 7D | -1.6% | -3.1% | +1.5% | -1.5% |
| 30D | +9.4% | -1.1% | +10.6% | +9.5% |
| 3M | +5.0% | +12.2% | -7.2% | +5.0% |
| 6M | -3.5% | -25.3% | +21.8% | -2.0% |
| YTD | +4.5% | -12.9% | +17.4% | +5.7% |
| 1Y | +67.8% | -0.9% | +68.7% | +72.7% |
| All | +67.8% | -0.5% | +68.3% | +72.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling