-14.9%
HAL vs HCA
+675.7%
-690.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.3% |
| 7D | +6.1% | +0.8% | +5.3% | +5.7% |
| 30D | +2.9% | +6.1% | -3.2% | -0.4% |
| 3M | +3.3% | +21.4% | -18.1% | -6.6% |
| 6M | -16.9% | +17.2% | -34.1% | -24.7% |
| YTD | +21.2% | +7.5% | +13.7% | +12.8% |
| 1Y | +27.5% | +6.2% | +21.4% | +19.0% |
| 3Y | -6.4% | +122.0% | -128.4% | -45.0% |
| 5Y | +58.0% | +112.2% | -54.2% | -10.6% |
| All | -14.9% | +675.7% | -690.6% | -71.7% |
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 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