+136.0%
GOOG vs HCA
+71.9%
+64.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.2% | +1.2% |
| 7D | 0.0% | +5.4% | -5.4% | -1.2% |
| 30D | -2.0% | +3.0% | -4.9% | -2.7% |
| 3M | -5.9% | +13.0% | -18.9% | -8.7% |
| 6M | +8.9% | -20.3% | +29.2% | +14.1% |
| YTD | +7.1% | -8.2% | +15.3% | +8.4% |
| 1Y | +39.7% | +6.7% | +33.0% | +36.1% |
| 3Y | +145.8% | +60.4% | +85.5% | +106.7% |
| All | +136.0% | +71.9% | +64.1% | +84.7% |
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