+77.8%
F vs HCA
+2,081.8%
-2,004.0%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +1.0% | +9.0% | -8.0% | -2.2% |
| 30D | +2.1% | +11.8% | -9.7% | -2.1% |
| 3M | -10.3% | +22.1% | -32.3% | -16.8% |
| 6M | +3.3% | +16.4% | -13.1% | -3.3% |
| YTD | -2.0% | +8.6% | -10.6% | -6.4% |
| 1Y | -2.3% | +10.6% | -12.9% | -7.4% |
| 3Y | +49.9% | +121.7% | -71.8% | +7.0% |
| 5Y | -12.5% | +114.5% | -126.9% | -37.9% |
| 10Y | +74.3% | +657.1% | -582.8% | -19.6% |
| All | +77.8% | +2,081.8% | -2,004.0% | -45.0% |
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