+10.5%
HAL vs HCA
+1,648.5%
-1,638.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.2% |
| 7D | +2.9% | -3.1% | +6.0% | +4.2% |
| 30D | +17.0% | -1.1% | +18.2% | +17.2% |
| 3M | -9.7% | +12.2% | -21.8% | -15.1% |
| 6M | +8.6% | -25.3% | +34.0% | +20.0% |
| YTD | +33.0% | -12.9% | +45.9% | +36.9% |
| 1Y | +68.3% | -0.9% | +69.2% | +62.8% |
| 3Y | +0.1% | +47.6% | -47.5% | -22.2% |
| 5Y | +102.6% | +67.0% | +35.7% | +42.4% |
| 10Y | +3.8% | +471.4% | -467.6% | -56.3% |
| All | +10.5% | +1,648.5% | -1,638.1% | -71.3% |
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 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