+858.4%
BKNG vs HCA
+1,718.5%
-860.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.7% | +0.6% |
| 7D | -10.7% | +2.9% | -13.6% | -11.5% |
| 30D | -18.1% | +2.4% | -20.5% | -18.8% |
| 3M | +8.5% | +13.0% | -4.5% | +4.6% |
| 6M | -0.1% | -21.4% | +21.3% | +6.4% |
| YTD | -18.2% | -9.5% | -8.8% | -16.8% |
| 1Y | -19.9% | +7.5% | -27.4% | -22.6% |
| 3Y | +41.6% | +57.6% | -16.0% | +19.7% |
| 5Y | +93.1% | +71.1% | +22.0% | +55.7% |
| 10Y | +214.8% | +498.8% | -284.0% | +79.2% |
| All | +858.4% | +1,718.5% | -860.1% | +332.6% |
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