+127.4%
HCA vs COMP
-47.7%
+175.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.6% | -1.1% |
| 7D | -3.1% | +1.4% | -4.4% | -3.2% |
| 30D | -1.1% | -13.3% | +12.2% | -0.1% |
| 3M | +12.2% | +41.1% | -29.0% | +8.8% |
| 6M | -25.3% | +17.2% | -42.5% | -27.0% |
| YTD | -12.9% | +5.2% | -18.2% | -14.6% |
| 1Y | -0.9% | +18.9% | -19.9% | -4.1% |
| 3Y | +47.6% | +215.9% | -168.3% | +25.5% |
| 5Y | +67.0% | -31.2% | +98.2% | +43.8% |
| All | +127.4% | -47.7% | +175.1% | +95.9% |
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