+3.8%
EXC vs HCA
+2.1%
+1.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -1.6% | +2.9% | -4.6% | -2.0% |
| 30D | -2.4% | +2.4% | -4.8% | -2.7% |
| 3M | -4.0% | +13.0% | -17.0% | -5.6% |
| 6M | -9.8% | -21.4% | +11.6% | -6.9% |
| YTD | +2.3% | -9.5% | +11.8% | +2.7% |
| 1Y | +3.8% | +7.5% | -3.7% | -2.2% |
| All | +3.8% | +2.1% | +1.7% | -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