-10.4%
DOW vs HCA
+213.1%
-223.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.2% | +0.7% |
| 7D | -2.9% | -2.8% | -0.1% | -2.0% |
| 30D | +2.0% | -2.7% | +4.7% | +2.7% |
| 3M | -12.5% | +11.5% | -24.0% | -17.1% |
| 6M | -9.2% | -24.3% | +15.1% | -0.8% |
| YTD | +30.8% | -13.6% | +44.4% | +34.5% |
| 1Y | +29.4% | -3.2% | +32.6% | +26.4% |
| 3Y | -34.6% | +50.4% | -85.0% | -48.8% |
| 5Y | -35.9% | +64.8% | -100.7% | -54.1% |
| All | -10.4% | +213.1% | -223.6% | -54.1% |
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