+11.7%
BABA vs HCA
+675.7%
-664.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -13.8% | +0.8% | -14.6% | -13.9% |
| 30D | -15.1% | +6.1% | -21.2% | -16.1% |
| 3M | -22.7% | +21.4% | -44.2% | -25.6% |
| 6M | -34.7% | +17.2% | -51.9% | -36.9% |
| YTD | -35.0% | +7.5% | -42.5% | -36.4% |
| 1Y | -40.4% | +6.2% | -46.6% | -41.6% |
| 3Y | +21.9% | +122.0% | -100.1% | +1.6% |
| 5Y | -39.9% | +112.2% | -152.1% | -50.4% |
| All | +11.7% | +675.7% | -664.0% | -28.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling