+109.2%
F vs HCA
+1,648.5%
-1,539.4%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.8% |
| 7D | +5.3% | -3.1% | +8.4% | +6.5% |
| 30D | +4.6% | -1.1% | +5.7% | +4.9% |
| 3M | -3.7% | +12.2% | -15.8% | -8.3% |
| 6M | +16.8% | -25.3% | +42.2% | +28.5% |
| YTD | +15.3% | -12.9% | +28.2% | +19.6% |
| 1Y | +31.0% | -0.9% | +31.9% | +29.2% |
| 3Y | +45.4% | +47.6% | -2.2% | +20.6% |
| 5Y | +54.7% | +67.0% | -12.3% | +20.4% |
| 10Y | +98.2% | +471.4% | -373.2% | +0.5% |
| All | +109.2% | +1,648.5% | -1,539.4% | -29.8% |
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