+333.9%
HBAN vs HCA
+1,718.5%
-1,384.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | -1.9% | +2.9% | -4.9% | -3.0% |
| 30D | -5.9% | +2.4% | -8.2% | -6.8% |
| 3M | +0.2% | +13.0% | -12.8% | -4.6% |
| 6M | +6.6% | -21.4% | +28.0% | +14.9% |
| YTD | -1.7% | -9.5% | +7.7% | +0.2% |
| 1Y | -1.7% | +7.5% | -9.2% | -6.2% |
| 3Y | +74.9% | +57.6% | +17.3% | +41.3% |
| 5Y | +36.0% | +71.1% | -35.2% | +3.1% |
| 10Y | +156.9% | +498.8% | -341.9% | +24.0% |
| All | +333.9% | +1,718.5% | -1,384.6% | +33.5% |
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