-29.5%
BABA vs HCA
+68.0%
-97.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.5% |
| 7D | -4.8% | -3.1% | -1.7% | -4.3% |
| 30D | -11.9% | -1.1% | -10.8% | -11.8% |
| 3M | -9.3% | +12.2% | -21.4% | -11.6% |
| 6M | -14.2% | -25.3% | +11.1% | -9.8% |
| YTD | -22.0% | -12.9% | -9.1% | -20.7% |
| 1Y | -12.7% | -0.9% | -11.8% | -13.7% |
| 3Y | +26.7% | +47.6% | -21.0% | +12.3% |
| All | -29.5% | +68.0% | -97.5% | -45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling