+91.5%
CSCO vs HCA
+111.8%
-20.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.3% | -5.9% | -6.2% |
| 7D | +1.9% | +0.8% | +1.1% | +1.8% |
| 30D | -15.8% | +6.1% | -21.9% | -16.9% |
| 3M | -15.4% | +21.4% | -36.8% | -18.8% |
| 6M | -5.4% | +17.2% | -22.6% | -8.7% |
| YTD | +26.5% | +7.5% | +19.0% | +23.8% |
| 1Y | +25.9% | +6.2% | +19.7% | +23.5% |
| 3Y | +97.5% | +122.0% | -24.5% | +54.2% |
| All | +91.5% | +111.8% | -20.3% | +42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling