+292.4%
C vs HCA
+511.6%
-219.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.1% | -0.4% |
| 7D | +0.8% | +5.4% | -4.6% | -1.5% |
| 30D | +0.9% | +3.0% | -2.1% | -0.5% |
| 3M | +1.1% | +13.0% | -12.0% | -4.8% |
| 6M | +28.4% | -20.3% | +48.6% | +40.1% |
| YTD | +20.8% | -8.2% | +29.0% | +22.8% |
| 1Y | +43.4% | +6.7% | +36.8% | +35.5% |
| 3Y | +274.9% | +60.4% | +214.5% | +180.6% |
| 5Y | +136.7% | +73.4% | +63.2% | +62.0% |
| All | +292.4% | +511.6% | -219.2% | +49.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling