+850.4%
CSCO vs HCA
+1,648.5%
-798.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +0.8% |
| 7D | -0.7% | -3.1% | +2.4% | 0.0% |
| 30D | -10.1% | -1.1% | -9.0% | -9.9% |
| 3M | -15.7% | +12.2% | -27.8% | -18.4% |
| 6M | +36.3% | -25.3% | +61.6% | +45.0% |
| YTD | +43.8% | -12.9% | +56.8% | +47.1% |
| 1Y | +63.9% | -0.9% | +64.9% | +61.9% |
| 3Y | +104.4% | +47.6% | +56.7% | +80.0% |
| 5Y | +111.4% | +67.0% | +44.4% | +77.1% |
| 10Y | +361.7% | +471.4% | -109.8% | +186.3% |
| All | +850.4% | +1,648.5% | -798.1% | +344.9% |
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 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