+498.2%
HCA vs COO
+17.0%
+481.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.8% | +1.6% |
| 7D | +5.4% | -22.5% | +27.9% | +17.0% |
| 30D | +3.0% | -29.7% | +32.7% | +19.5% |
| 3M | +13.0% | -20.1% | +33.2% | +23.6% |
| 6M | -20.3% | -26.9% | +6.6% | -9.5% |
| YTD | -8.2% | -34.2% | +26.0% | +9.0% |
| 1Y | +6.7% | -21.3% | +28.0% | +15.6% |
| 3Y | +60.4% | -38.7% | +99.0% | +86.1% |
| 5Y | +73.4% | -52.2% | +125.7% | +128.4% |
| All | +498.2% | +17.0% | +481.2% | +414.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling