+114.5%
HCA vs COO
-40.4%
+154.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.1% | -0.6% |
| 7D | +0.8% | +0.5% | +0.4% | +0.7% |
| 30D | +6.1% | +14.2% | -8.1% | +1.7% |
| 3M | +21.4% | -18.2% | +39.6% | +29.0% |
| 6M | +17.2% | +5.3% | +11.8% | +14.2% |
| YTD | +7.5% | -23.6% | +31.0% | +16.2% |
| 1Y | +6.2% | -12.7% | +18.8% | +9.5% |
| 3Y | +122.0% | -24.2% | +146.2% | +129.3% |
| All | +114.5% | -40.4% | +154.9% | +146.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling