-3.6%
COST vs HCA
-0.5%
-3.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | -3.1% | -3.1% | -0.1% | -2.7% |
| 30D | -2.8% | -1.1% | -1.7% | -2.6% |
| 3M | -5.7% | +12.2% | -17.8% | -7.3% |
| 6M | -8.8% | -25.3% | +16.6% | -5.0% |
| YTD | +6.7% | -12.9% | +19.6% | +8.4% |
| 1Y | -3.6% | -0.9% | -2.7% | -5.0% |
| All | -3.6% | -0.5% | -3.1% | -5.0% |
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 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