-0.9%
B vs HCA
+2,058.6%
-2,059.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.6% |
| 7D | -7.3% | +0.8% | -8.1% | -7.4% |
| 30D | -3.3% | +6.1% | -9.4% | -3.9% |
| 3M | -7.8% | +21.4% | -29.2% | -9.5% |
| 6M | -15.5% | +17.2% | -32.7% | -17.0% |
| YTD | -12.3% | +7.5% | -19.7% | -13.2% |
| 1Y | +5.4% | +6.2% | -0.8% | +4.4% |
| 3Y | +165.5% | +122.0% | +43.5% | +144.7% |
| 5Y | +107.0% | +112.2% | -5.1% | +90.1% |
| 10Y | +210.6% | +675.7% | -465.1% | +153.2% |
| All | -0.9% | +2,058.6% | -2,059.4% | -29.0% |
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