+157.2%
EXC vs HCA
+503.4%
-346.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -1.6% | +2.9% | -4.6% | -2.4% |
| 30D | -2.4% | +2.4% | -4.8% | -3.2% |
| 3M | -4.0% | +13.0% | -17.0% | -7.6% |
| 6M | -9.8% | -21.4% | +11.6% | -4.4% |
| YTD | +2.3% | -9.5% | +11.8% | +3.9% |
| 1Y | +3.8% | +7.5% | -3.7% | +0.3% |
| 3Y | +19.7% | +57.6% | -37.9% | +1.6% |
| 5Y | +45.6% | +71.1% | -25.5% | +17.0% |
| All | +157.2% | +503.4% | -346.2% | +40.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling