-47.2%
CMCSA vs HCA
+71.9%
-119.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.2% | -0.2% |
| 7D | -4.9% | +5.4% | -10.3% | -6.2% |
| 30D | -1.1% | +3.0% | -4.0% | -1.9% |
| 3M | +6.6% | +13.0% | -6.5% | +3.0% |
| 6M | -15.5% | -20.3% | +4.8% | -11.2% |
| YTD | -6.7% | -8.2% | +1.6% | -5.4% |
| 1Y | -15.6% | +6.7% | -22.3% | -18.0% |
| 3Y | -33.7% | +60.4% | -94.1% | -44.0% |
| All | -47.2% | +71.9% | -119.2% | -58.6% |
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