+68.5%
COST vs HCA
+59.6%
+8.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | 0.0% |
| 7D | -1.2% | +5.4% | -6.6% | -2.1% |
| 30D | -4.7% | +3.0% | -7.7% | -5.2% |
| 3M | -7.1% | +13.0% | -20.1% | -9.1% |
| 6M | -8.5% | -20.3% | +11.7% | -5.4% |
| YTD | +5.4% | -8.2% | +13.6% | +6.3% |
| 1Y | -5.6% | +6.7% | -12.3% | -7.4% |
| 3Y | +68.5% | +60.4% | +8.1% | +54.2% |
| All | +68.5% | +59.6% | +8.9% | +54.2% |
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