-3.3%
F vs HCA
+10.0%
-13.3%
-32.9%
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 | +1.0% | +9.0% | -8.0% | -0.6% |
| 30D | +2.1% | +11.8% | -9.7% | +0.1% |
| 3M | -10.3% | +22.1% | -32.3% | -13.3% |
| 6M | +3.3% | +16.4% | -13.1% | +1.7% |
| YTD | -2.0% | +8.6% | -10.6% | -3.3% |
| All | -3.3% | +10.0% | -13.3% | -4.7% |
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 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