+53.5%
F vs HCA
+120.8%
-67.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | +0.2% |
| 7D | -0.6% | +7.9% | -8.6% | -2.2% |
| 30D | +2.9% | +11.9% | -9.1% | +0.4% |
| 3M | -9.5% | +22.4% | -31.8% | -13.3% |
| 6M | +4.0% | +16.5% | -12.4% | +0.6% |
| YTD | -1.3% | +8.7% | -10.0% | -3.3% |
| 1Y | -1.9% | +6.7% | -8.6% | -3.6% |
| 3Y | +53.5% | +127.0% | -73.5% | -1.5% |
| All | +53.5% | +120.8% | -67.3% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling