+755.6%
GOOGL vs HCA
+511.6%
+244.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.4% |
| 7D | 0.0% | +5.4% | -5.4% | -1.4% |
| 30D | -1.4% | +3.0% | -4.4% | -2.3% |
| 3M | -5.3% | +13.0% | -18.3% | -8.8% |
| 6M | +9.8% | -20.3% | +30.0% | +15.9% |
| YTD | +8.4% | -8.2% | +16.6% | +9.8% |
| 1Y | +41.2% | +6.7% | +34.5% | +36.9% |
| 3Y | +149.6% | +60.4% | +89.2% | +109.4% |
| 5Y | +142.6% | +73.4% | +69.1% | +94.0% |
| All | +755.6% | +511.6% | +244.0% | +376.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling