+28.2%
BABA vs HCA
+500.6%
-472.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.5% |
| 7D | -4.8% | -3.1% | -1.7% | -4.2% |
| 30D | -11.9% | -1.1% | -10.8% | -11.8% |
| 3M | -9.3% | +12.2% | -21.4% | -11.8% |
| 6M | -14.2% | -25.3% | +11.1% | -9.7% |
| YTD | -22.0% | -12.9% | -9.1% | -20.6% |
| 1Y | -12.7% | -0.9% | -11.8% | -13.6% |
| 3Y | +26.7% | +47.6% | -21.0% | +13.6% |
| 5Y | -29.3% | +67.0% | -96.3% | -39.5% |
| 10Y | +21.2% | +471.4% | -450.2% | -25.9% |
| All | +28.2% | +500.6% | -472.4% | -21.4% |
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