+19.3%
BABA vs HCA
+650.1%
-630.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.0% | -5.7% | -4.1% |
| 7D | +3.8% | +7.9% | -4.1% | +2.3% |
| 30D | -5.4% | +11.9% | -17.3% | -7.5% |
| 3M | -17.9% | +22.4% | -40.3% | -21.3% |
| 6M | -24.1% | +16.5% | -40.5% | -26.7% |
| YTD | -27.4% | +8.7% | -36.2% | -29.3% |
| 1Y | -36.1% | +6.7% | -42.7% | -37.5% |
| 3Y | +35.4% | +127.0% | -91.6% | +11.1% |
| 5Y | -30.1% | +113.9% | -144.0% | -43.0% |
| 10Y | +15.8% | +656.7% | -640.9% | -33.2% |
| All | +19.3% | +650.1% | -630.8% | -30.0% |
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