+365.1%
GE vs HCA
+1,635.7%
-1,270.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.4% |
| 7D | +1.2% | -2.8% | +3.9% | +2.1% |
| 30D | -9.5% | -2.7% | -6.8% | -8.7% |
| 3M | +4.1% | +11.5% | -7.4% | +0.1% |
| 6M | +3.9% | -24.3% | +28.2% | +12.8% |
| YTD | +9.0% | -13.6% | +22.6% | +12.9% |
| 1Y | +21.9% | -3.2% | +25.1% | +21.2% |
| 3Y | +281.8% | +50.4% | +231.4% | +222.4% |
| 5Y | +436.7% | +64.8% | +372.0% | +328.6% |
| 10Y | +151.5% | +456.5% | -305.0% | +38.6% |
| All | +365.1% | +1,635.7% | -1,270.5% | +84.9% |
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