+184.0%
HCA vs COMP
-49.2%
+233.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.7% | -3.7% | +1.6% |
| 7D | +7.9% | +14.5% | -6.6% | +6.7% |
| 30D | +11.9% | +14.9% | -3.0% | +10.5% |
| 3M | +22.4% | -14.2% | +36.6% | +23.4% |
| 6M | +16.5% | +23.7% | -7.3% | +13.7% |
| YTD | +8.7% | +2.1% | +6.6% | +6.7% |
| 1Y | +6.7% | +26.2% | -19.5% | +2.7% |
| 3Y | +127.0% | +470.9% | -343.9% | +82.6% |
| 5Y | +113.9% | -14.0% | +127.9% | +84.6% |
| All | +184.0% | -49.2% | +233.2% | +144.7% |
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