+2,207.6%
GOOG vs HCA
+1,718.5%
+489.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.8% | +0.6% |
| 7D | -2.5% | +2.9% | -5.4% | -3.2% |
| 30D | -3.6% | +2.4% | -6.0% | -4.3% |
| 3M | -6.4% | +13.0% | -19.5% | -9.5% |
| 6M | +7.8% | -21.4% | +29.2% | +13.5% |
| YTD | +5.5% | -9.5% | +15.0% | +7.1% |
| 1Y | +38.3% | +7.5% | +30.7% | +34.3% |
| 3Y | +143.1% | +57.6% | +85.5% | +109.7% |
| 5Y | +135.0% | +71.1% | +63.9% | +94.9% |
| 10Y | +778.1% | +498.8% | +279.3% | +422.4% |
| All | +2,207.6% | +1,718.5% | +489.0% | +959.1% |
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 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