+16.7%
BABA vs HCA
+487.9%
-471.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.9% | -7.8% | -3.8% |
| 7D | -2.2% | +4.9% | -7.1% | -3.0% |
| 30D | -17.3% | +1.9% | -19.2% | -17.7% |
| 3M | -7.8% | +12.7% | -20.5% | -10.2% |
| 6M | -16.8% | -22.3% | +5.6% | -13.2% |
| YTD | -24.7% | -9.3% | -15.3% | -24.0% |
| 1Y | -24.9% | +2.7% | -27.7% | -26.1% |
| 3Y | +29.1% | +57.8% | -28.7% | +14.9% |
| 5Y | -30.5% | +70.3% | -100.9% | -40.4% |
| 10Y | +16.7% | +499.7% | -483.0% | -24.7% |
| All | +16.7% | +487.9% | -471.2% | -24.7% |
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 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