+379.9%
CSCO vs HCA
+511.6%
-131.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.4% | +3.0% | +4.0% |
| 7D | +2.7% | +5.4% | -2.7% | +1.3% |
| 30D | -9.5% | +3.0% | -12.5% | -10.2% |
| 3M | -7.6% | +13.0% | -20.6% | -11.1% |
| 6M | +44.9% | -20.3% | +65.1% | +52.9% |
| YTD | +47.7% | -8.2% | +55.9% | +49.4% |
| 1Y | +69.1% | +6.7% | +62.4% | +63.3% |
| 3Y | +113.5% | +60.4% | +53.1% | +79.4% |
| 5Y | +122.8% | +73.4% | +49.3% | +78.2% |
| All | +379.9% | +511.6% | -131.7% | +183.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling