+2,198.6%
GOOGL vs HCA
+1,721.2%
+477.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.9% | -7.2% | -3.4% |
| 7D | -1.9% | +4.9% | -6.8% | -3.0% |
| 30D | -7.5% | +1.9% | -9.3% | -8.0% |
| 3M | -9.2% | +12.7% | -21.9% | -12.1% |
| 6M | +8.1% | -22.3% | +30.4% | +14.1% |
| YTD | +5.8% | -9.3% | +15.2% | +7.4% |
| 1Y | +38.3% | +2.7% | +35.6% | +35.9% |
| 3Y | +144.8% | +57.8% | +86.9% | +111.3% |
| 5Y | +132.5% | +70.3% | +62.2% | +93.3% |
| 10Y | +746.7% | +499.7% | +247.0% | +406.4% |
| All | +2,198.6% | +1,721.2% | +477.4% | +960.4% |
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