+834.1%
EBAY vs HCA
+1,743.3%
-909.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.8% |
| 3M | -1.4% | +13.0% | -14.4% | -4.5% |
| 6M | +18.2% | -20.3% | +38.5% | +23.9% |
| YTD | +24.8% | -8.2% | +33.1% | +26.3% |
| 1Y | +18.0% | +6.7% | +11.3% | +15.3% |
| 3Y | +160.3% | +60.4% | +99.9% | +128.3% |
| 5Y | +62.1% | +73.4% | -11.3% | +37.5% |
| 10Y | +283.1% | +506.9% | -223.8% | +138.0% |
| All | +834.1% | +1,743.3% | -909.2% | +278.1% |
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