+422.4%
GE vs HCA
+69.0%
+353.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.2% | -0.3% |
| 7D | -2.8% | +2.9% | -5.7% | -3.7% |
| 30D | -11.9% | +2.4% | -14.3% | -12.6% |
| 3M | +1.8% | +13.0% | -11.2% | -2.1% |
| 6M | -0.6% | -21.4% | +20.8% | +6.0% |
| YTD | +5.5% | -9.5% | +15.0% | +7.5% |
| 1Y | +15.0% | +7.5% | +7.4% | +10.6% |
| 3Y | +269.5% | +57.6% | +211.9% | +208.7% |
| 5Y | +422.4% | +71.1% | +351.3% | +298.2% |
| All | +422.4% | +69.0% | +353.4% | +298.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling