+44.6%
GOOG vs HCA
-0.5%
+45.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | -2.1% | -3.1% | +0.9% | -1.7% |
| 30D | -6.8% | -1.1% | -5.7% | -6.7% |
| 3M | -9.1% | +12.2% | -21.2% | -10.8% |
| 6M | +10.7% | -25.3% | +36.1% | +14.1% |
| YTD | +7.1% | -12.9% | +20.0% | +9.3% |
| 1Y | +44.6% | -0.9% | +45.6% | +47.2% |
| All | +44.6% | -0.5% | +45.2% | +47.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling