+3.4%
EXC vs HCA
-0.5%
+4.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.9% |
| 7D | -0.7% | -3.1% | +2.4% | -0.3% |
| 30D | -4.6% | -1.1% | -3.5% | -4.5% |
| 3M | -2.2% | +12.2% | -14.4% | -3.8% |
| 6M | -10.6% | -25.3% | +14.8% | -7.4% |
| YTD | +1.9% | -12.9% | +14.9% | +2.8% |
| 1Y | +3.4% | -0.9% | +4.3% | +2.2% |
| All | +3.4% | -0.5% | +4.0% | +2.2% |
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