+2,071.1%
HCA vs COO
+258.3%
+1,812.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.1% | -0.6% |
| 7D | +0.8% | +0.5% | +0.4% | +0.6% |
| 30D | +6.1% | +14.2% | -8.1% | +0.3% |
| 3M | +21.4% | -18.2% | +39.6% | +31.1% |
| 6M | +17.2% | +5.3% | +11.8% | +13.0% |
| YTD | +7.5% | -23.6% | +31.0% | +18.7% |
| 1Y | +6.2% | -12.7% | +18.8% | +10.3% |
| 3Y | +122.0% | -24.2% | +146.2% | +133.5% |
| 5Y | +112.2% | -40.0% | +152.2% | +146.4% |
| 10Y | +675.7% | +41.6% | +634.1% | +515.9% |
| All | +2,071.1% | +258.3% | +1,812.8% | +1,118.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling