+219.2%
CVX vs HCA
+511.6%
-292.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.7% | +0.2% |
| 7D | +2.6% | +5.4% | -2.8% | +0.8% |
| 30D | +9.8% | +3.0% | +6.9% | +8.6% |
| 3M | +16.2% | +13.0% | +3.2% | +10.6% |
| 6M | +13.6% | -20.3% | +33.9% | +21.3% |
| YTD | +44.4% | -8.2% | +52.6% | +45.9% |
| 1Y | +40.6% | +6.7% | +33.9% | +33.8% |
| 3Y | +48.2% | +60.4% | -12.2% | +16.7% |
| 5Y | +172.3% | +73.4% | +98.8% | +98.4% |
| All | +219.2% | +511.6% | -292.4% | +42.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling