+44.6%
CSCO vs HCA
-23.5%
+68.1%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +0.5% |
| 7D | -0.7% | -3.1% | +2.4% | -0.7% |
| 30D | -10.1% | -1.1% | -9.0% | -10.1% |
| 3M | -15.7% | +12.2% | -27.8% | -15.7% |
| All | +44.6% | -23.5% | +68.1% | +63.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling