-34.4%
DOW vs HCA
+57.5%
-91.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +1.0% | +0.8% |
| 7D | -2.4% | +2.9% | -5.3% | -2.6% |
| 30D | -4.1% | +2.4% | -6.5% | -4.3% |
| 3M | -12.4% | +13.0% | -25.5% | -13.8% |
| 6M | -10.6% | -21.4% | +10.8% | -6.9% |
| YTD | +31.1% | -9.5% | +40.5% | +31.7% |
| 1Y | +30.5% | +7.5% | +23.0% | +25.2% |
| All | -34.4% | +57.5% | -91.8% | -46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling