+735.6%
CSCO vs HCA
+2,058.6%
-1,322.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.3% | -5.9% | -6.2% |
| 7D | +1.9% | +0.8% | +1.1% | +1.7% |
| 30D | -15.8% | +6.1% | -21.9% | -17.1% |
| 3M | -15.4% | +21.4% | -36.8% | -19.4% |
| 6M | -5.4% | +17.2% | -22.6% | -9.6% |
| YTD | +26.5% | +7.5% | +19.0% | +22.8% |
| 1Y | +25.9% | +6.2% | +19.7% | +22.5% |
| 3Y | +97.5% | +122.0% | -24.5% | +57.4% |
| 5Y | +93.0% | +112.2% | -19.2% | +52.7% |
| 10Y | +308.6% | +675.7% | -367.1% | +137.4% |
| All | +735.6% | +2,058.6% | -1,322.9% | +271.5% |
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