+18.0%
B vs HCA
+1,648.5%
-1,630.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.1% |
| 7D | -1.6% | -3.1% | +1.5% | -1.3% |
| 30D | +9.4% | -1.1% | +10.6% | +9.5% |
| 3M | +5.0% | +12.2% | -7.2% | +3.7% |
| 6M | -3.5% | -25.3% | +21.8% | -1.1% |
| YTD | +4.5% | -12.9% | +17.4% | +5.5% |
| 1Y | +67.8% | -0.9% | +68.7% | +67.2% |
| 3Y | +196.7% | +47.6% | +149.1% | +183.7% |
| 5Y | +151.9% | +67.0% | +85.0% | +136.4% |
| 10Y | +202.2% | +471.4% | -269.3% | +152.9% |
| All | +18.0% | +1,648.5% | -1,630.5% | -13.7% |
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 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