+50.5%
COP vs HCA
+8.6%
+41.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.1% | +0.3% |
| 7D | +2.3% | +5.4% | -3.1% | +2.7% |
| 30D | +8.6% | +3.0% | +5.6% | +8.9% |
| 3M | +19.9% | +13.0% | +6.8% | +20.9% |
| 6M | +19.0% | -20.3% | +39.3% | +19.4% |
| YTD | +50.0% | -8.2% | +58.2% | +49.7% |
| 1Y | +50.5% | +6.7% | +43.8% | +39.9% |
| All | +50.5% | +8.6% | +41.9% | +39.9% |
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