+122.0%
CSCO vs HCA
+71.9%
+50.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.4% | +3.0% | +4.1% |
| 7D | +2.7% | +5.4% | -2.7% | +1.6% |
| 30D | -9.5% | +3.0% | -12.5% | -10.1% |
| 3M | -7.6% | +13.0% | -20.6% | -10.3% |
| 6M | +44.9% | -20.3% | +65.1% | +52.2% |
| YTD | +47.7% | -8.2% | +55.9% | +49.5% |
| 1Y | +69.1% | +6.7% | +62.4% | +64.2% |
| 3Y | +113.5% | +60.4% | +53.1% | +81.8% |
| All | +122.0% | +71.9% | +50.0% | +76.0% |
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 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