+34.1%
COP vs HCA
+118.7%
-84.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.6% |
| 7D | +4.4% | +0.8% | +3.6% | +4.4% |
| 30D | 0.0% | +6.1% | -6.1% | 0.0% |
| 3M | +15.0% | +21.4% | -6.4% | +14.8% |
| 6M | +22.0% | +17.2% | +4.8% | +22.1% |
| YTD | +55.3% | +7.5% | +47.9% | +55.7% |
| 1Y | +64.1% | +6.2% | +58.0% | +64.4% |
| 3Y | +34.1% | +122.0% | -87.9% | +13.7% |
| All | +34.1% | +118.7% | -84.6% | +13.7% |
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