+18.0%
EBAY vs HCA
+8.6%
+9.4%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.2% | +2.3% |
| 7D | +4.2% | +5.4% | -1.2% | +2.9% |
| 30D | +5.6% | +3.0% | +2.7% | +4.9% |
| 3M | -1.4% | +13.0% | -14.4% | -4.5% |
| 6M | +18.2% | -20.3% | +38.5% | +24.6% |
| YTD | +24.8% | -8.2% | +33.1% | +24.5% |
| 1Y | +18.0% | +6.7% | +11.3% | +5.5% |
| All | +18.0% | +8.6% | +9.4% | +5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling