-3.2%
HCA vs COMP
+11.9%
-15.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | -0.6% |
| 7D | -2.8% | +4.1% | -6.9% | -2.9% |
| 30D | -2.7% | -14.5% | +11.8% | -2.3% |
| 3M | +11.5% | +41.8% | -30.3% | +10.8% |
| 6M | -24.3% | +23.6% | -47.8% | -25.2% |
| YTD | -13.6% | +1.7% | -15.3% | -17.2% |
| 1Y | -3.2% | +12.6% | -15.8% | -9.8% |
| All | -3.2% | +11.9% | -15.1% | -9.8% |
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