+6.2%
HCA vs COMP
+7.7%
-1.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.4% |
| 7D | +0.8% | 0.0% | +0.8% | +0.8% |
| 30D | +6.1% | +16.6% | -10.5% | +5.5% |
| 3M | +21.4% | -23.5% | +44.9% | +22.1% |
| 6M | +17.2% | +25.7% | -8.6% | +16.8% |
| YTD | +7.5% | -3.4% | +10.9% | -1.5% |
| 1Y | +6.2% | +7.6% | -1.4% | -6.9% |
| All | +6.2% | +7.7% | -1.5% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling