+3.6%
GOOG vs HCA
+11.2%
-7.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +10.3% | -7.1% | +2.3% |
| 7D | -10.7% | +10.2% | -21.0% | -11.6% |
| 30D | -16.4% | +17.4% | -33.9% | -17.9% |
| 3M | -23.4% | +27.7% | -51.1% | -25.5% |
| 6M | -24.2% | +20.0% | -44.2% | -25.7% |
| YTD | -8.3% | +10.0% | -18.2% | -8.6% |
| 1Y | +3.6% | +9.0% | -5.4% | +3.1% |
| All | +3.6% | +11.2% | -7.6% | +3.1% |
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