+3.7%
F vs HCA
+11.2%
-7.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +10.3% | -7.4% | +1.1% |
| 7D | +6.0% | +10.2% | -4.2% | +4.2% |
| 30D | +4.3% | +17.4% | -13.1% | +1.4% |
| 3M | -10.1% | +27.7% | -37.7% | -13.9% |
| 6M | +12.8% | +20.0% | -7.2% | +10.2% |
| YTD | -0.1% | +10.0% | -10.1% | -1.5% |
| 1Y | +3.7% | +9.0% | -5.3% | +1.5% |
| All | +3.7% | +11.2% | -7.5% | +1.5% |
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