+315.0%
C vs HCA
+1,648.5%
-1,333.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.1% |
| 7D | +3.6% | -3.1% | +6.7% | +4.9% |
| 30D | +0.1% | -1.1% | +1.2% | +0.4% |
| 3M | +2.4% | +12.2% | -9.7% | -2.9% |
| 6M | +24.9% | -25.3% | +50.3% | +39.2% |
| YTD | +19.8% | -12.9% | +32.8% | +24.4% |
| 1Y | +44.9% | -0.9% | +45.8% | +41.8% |
| 3Y | +263.0% | +47.6% | +215.4% | +190.6% |
| 5Y | +129.5% | +67.0% | +62.6% | +67.0% |
| 10Y | +291.6% | +471.4% | -179.8% | +63.8% |
| All | +315.0% | +1,648.5% | -1,333.5% | -1.7% |
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 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