+130.2%
C vs HCA
+64.9%
+65.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | +3.2% | -2.8% | +6.0% | +3.9% |
| 30D | +1.3% | -2.7% | +4.0% | +1.9% |
| 3M | +3.1% | +11.5% | -8.4% | +0.1% |
| 6M | +29.6% | -24.3% | +53.9% | +38.2% |
| YTD | +19.0% | -13.6% | +32.5% | +22.0% |
| 1Y | +45.6% | -3.2% | +48.8% | +44.3% |
| 3Y | +269.3% | +50.4% | +218.9% | +213.5% |
| All | +130.2% | +64.9% | +65.3% | +80.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling