+60.7%
COP vs HCA
+11.2%
+49.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +10.3% | -15.5% | -3.9% |
| 7D | -8.1% | +10.2% | -18.4% | -6.9% |
| 30D | +6.7% | +17.4% | -10.8% | +8.8% |
| 3M | +16.9% | +27.7% | -10.8% | +20.3% |
| 6M | +11.2% | +20.0% | -8.8% | +14.4% |
| YTD | +49.5% | +10.0% | +39.5% | +53.2% |
| 1Y | +60.7% | +9.0% | +51.7% | +64.5% |
| All | +60.7% | +11.2% | +49.5% | +64.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling