+338.5%
COP vs HCA
+511.6%
-173.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.1% | -0.3% |
| 7D | +2.3% | +5.4% | -3.1% | +0.2% |
| 30D | +8.6% | +3.0% | +5.6% | +7.2% |
| 3M | +19.9% | +13.0% | +6.8% | +13.2% |
| 6M | +19.0% | -20.3% | +39.3% | +28.1% |
| YTD | +50.0% | -8.2% | +58.2% | +51.7% |
| 1Y | +50.5% | +6.7% | +43.8% | +42.1% |
| 3Y | +25.2% | +60.4% | -35.2% | -5.1% |
| 5Y | +194.3% | +73.4% | +120.8% | +104.2% |
| All | +338.5% | +511.6% | -173.1% | +84.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling