+300.4%
COP vs HCA
+1,635.7%
-1,335.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | -0.8% | -2.8% | +2.0% | 0.0% |
| 30D | +15.6% | -2.7% | +18.3% | +16.5% |
| 3M | +14.3% | +11.5% | +2.9% | +9.3% |
| 6M | +17.0% | -24.3% | +41.3% | +26.7% |
| YTD | +47.4% | -13.6% | +61.0% | +52.0% |
| 1Y | +52.4% | -3.2% | +55.6% | +50.1% |
| 3Y | +20.8% | +50.4% | -29.6% | -1.4% |
| 5Y | +191.7% | +64.8% | +126.9% | +121.7% |
| 10Y | +325.1% | +456.5% | -131.5% | +108.4% |
| All | +300.4% | +1,635.7% | -1,335.3% | +42.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling