+204.1%
CMCSA vs HCA
+1,721.2%
-1,517.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +4.9% | -11.5% | -7.8% |
| 7D | -8.3% | +4.9% | -13.2% | -9.5% |
| 30D | -2.4% | +1.9% | -4.3% | -3.0% |
| 3M | +4.5% | +12.7% | -8.2% | +1.1% |
| 6M | -18.8% | -22.3% | +3.6% | -13.9% |
| YTD | -8.9% | -9.3% | +0.4% | -7.4% |
| 1Y | -18.3% | +2.7% | -21.0% | -19.7% |
| 3Y | -35.0% | +57.8% | -92.8% | -43.5% |
| 5Y | -48.2% | +70.3% | -118.5% | -56.7% |
| 10Y | +4.6% | +499.7% | -495.1% | -36.5% |
| All | +204.1% | +1,721.2% | -1,517.1% | +41.5% |
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 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