+174.3%
EXC vs HCA
+2,058.6%
-1,884.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.4% |
| 7D | +1.4% | +0.8% | +0.6% | +1.2% |
| 30D | +8.6% | +6.1% | +2.5% | +7.1% |
| 3M | +2.4% | +21.4% | -19.0% | -1.9% |
| 6M | +6.5% | +17.2% | -10.7% | +2.4% |
| YTD | +9.0% | +7.5% | +1.6% | +6.4% |
| 1Y | +4.6% | +6.2% | -1.6% | +2.2% |
| 3Y | +33.5% | +122.0% | -88.5% | +10.3% |
| 5Y | +41.4% | +112.2% | -70.8% | +15.6% |
| 10Y | +204.3% | +675.7% | -471.4% | +94.9% |
| All | +174.3% | +2,058.6% | -1,884.3% | +48.7% |
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