+113.6%
C vs HCA
+111.8%
+1.8%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +4.2% | +0.8% | +3.3% | +4.0% |
| 30D | +2.0% | +6.1% | -4.1% | +0.4% |
| 3M | -10.1% | +21.4% | -31.5% | -14.5% |
| 6M | +1.0% | +17.2% | -16.2% | -3.3% |
| YTD | +8.5% | +7.5% | +1.0% | +5.3% |
| 1Y | +25.7% | +6.2% | +19.6% | +22.3% |
| 3Y | +216.0% | +122.0% | +94.0% | +140.4% |
| All | +113.6% | +111.8% | +1.8% | +53.5% |
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