-33.8%
CMCSA vs HCA
+57.5%
-91.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | -5.6% | +2.9% | -8.5% | -6.1% |
| 30D | -1.9% | +2.4% | -4.2% | -2.4% |
| 3M | +6.4% | +13.0% | -6.6% | +3.8% |
| 6M | -16.9% | -21.4% | +4.5% | -14.3% |
| YTD | -6.8% | -9.5% | +2.7% | -5.7% |
| 1Y | -15.9% | +7.5% | -23.4% | -17.7% |
| All | -33.8% | +57.5% | -91.2% | -44.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling