-13.6%
BKNG vs HCA
+11.2%
-24.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +10.3% | -0.5% | +6.9% |
| 7D | +15.6% | +10.2% | +5.3% | +12.5% |
| 30D | +8.0% | +17.4% | -9.4% | +3.8% |
| 3M | -11.8% | +27.7% | -39.5% | -16.7% |
| 6M | +3.8% | +20.0% | -16.2% | -2.4% |
| YTD | -19.6% | +10.0% | -29.6% | -25.7% |
| 1Y | -13.6% | +9.0% | -22.6% | -20.7% |
| All | -13.6% | +11.2% | -24.8% | -20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling