+1,613.1%
COST vs HCA
+1,721.2%
-108.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.9% | -5.8% | -1.7% |
| 7D | -2.8% | +4.9% | -7.7% | -3.6% |
| 30D | -5.3% | +1.9% | -7.1% | -5.6% |
| 3M | -6.7% | +12.7% | -19.4% | -8.8% |
| 6M | -9.9% | -22.3% | +12.4% | -6.3% |
| YTD | +5.1% | -9.3% | +14.5% | +6.3% |
| 1Y | -7.3% | +2.7% | -10.0% | -8.4% |
| 3Y | +70.4% | +57.8% | +12.6% | +54.8% |
| 5Y | +104.4% | +70.3% | +34.1% | +80.9% |
| 10Y | +609.0% | +499.7% | +109.3% | +409.0% |
| All | +1,613.1% | +1,721.2% | -108.1% | +897.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling