+178.5%
HCA vs COMP
-52.0%
+230.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +10.7% | -13.2% | -3.3% |
| 7D | +4.6% | +13.4% | -8.8% | +3.5% |
| 30D | +12.7% | +11.1% | +1.6% | +11.6% |
| 3M | +21.3% | -18.8% | +40.1% | +22.9% |
| 6M | +15.7% | +10.5% | +5.2% | +14.0% |
| YTD | +6.6% | -3.4% | +10.0% | +5.0% |
| 1Y | +5.7% | +19.7% | -14.0% | +2.2% |
| 3Y | +119.2% | +381.6% | -262.4% | +79.0% |
| 5Y | +107.9% | -17.6% | +125.5% | +80.3% |
| All | +178.5% | -52.0% | +230.4% | +140.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling