+24.5%
COP vs HCA
+57.7%
-33.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.9% | -3.8% | +1.0% |
| 7D | -0.5% | +4.9% | -5.4% | -0.6% |
| 30D | +11.7% | +1.9% | +9.8% | +11.6% |
| 3M | +17.7% | +12.7% | +4.9% | +17.0% |
| 6M | +18.3% | -22.3% | +40.7% | +20.7% |
| YTD | +49.1% | -9.3% | +58.4% | +49.7% |
| 1Y | +53.3% | +2.7% | +50.6% | +51.6% |
| All | +24.5% | +57.7% | -33.2% | +13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling