+302.7%
CVX vs HCA
+1,721.2%
-1,418.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.9% | -3.0% | +0.5% |
| 7D | +1.0% | +4.9% | -4.0% | -0.5% |
| 30D | +10.7% | +1.9% | +8.8% | +9.9% |
| 3M | +15.5% | +12.7% | +2.7% | +10.7% |
| 6M | +14.9% | -22.3% | +37.2% | +22.5% |
| YTD | +44.2% | -9.3% | +53.5% | +46.1% |
| 1Y | +43.5% | +2.7% | +40.8% | +39.2% |
| 3Y | +45.0% | +57.8% | -12.9% | +19.9% |
| 5Y | +172.2% | +70.3% | +101.8% | +112.3% |
| 10Y | +221.9% | +499.7% | -277.8% | +66.2% |
| All | +302.7% | +1,721.2% | -1,418.5% | +49.1% |
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