+5.3%
HCA vs COO
-19.9%
+25.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -14.7% | +14.5% | +2.6% |
| 7D | +2.9% | -23.3% | +26.3% | +8.6% |
| 30D | +2.4% | -29.5% | +31.9% | +10.6% |
| 3M | +13.0% | -20.0% | +33.0% | +18.3% |
| 6M | -21.4% | -27.2% | +5.8% | -17.0% |
| YTD | -9.5% | -33.9% | +24.4% | -3.6% |
| All | +5.3% | -19.9% | +25.2% | +9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling