-37.1%
DOW vs HCA
+71.9%
-109.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.4% | -2.3% |
| 7D | -1.4% | +5.4% | -6.8% | -2.3% |
| 30D | -3.9% | +3.0% | -6.9% | -4.5% |
| 3M | -12.7% | +13.0% | -25.7% | -15.1% |
| 6M | -13.7% | -20.3% | +6.6% | -9.8% |
| YTD | +28.4% | -8.2% | +36.6% | +29.0% |
| 1Y | +21.8% | +6.7% | +15.1% | +17.4% |
| 3Y | -35.7% | +60.4% | -96.1% | -45.3% |
| All | -37.1% | +71.9% | -109.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling