+1,729.1%
HCA vs COPX
+130.4%
+1,598.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.0% | +6.8% | +1.8% |
| 7D | +2.9% | -2.9% | +5.8% | +3.7% |
| 30D | +2.4% | 0.0% | +2.4% | +2.2% |
| 3M | +13.0% | +14.8% | -1.7% | +7.6% |
| 6M | -21.4% | +7.0% | -28.4% | -24.6% |
| YTD | -9.5% | +23.8% | -33.3% | -17.9% |
| 1Y | +7.5% | +75.7% | -68.2% | -13.1% |
| 3Y | +57.6% | +156.4% | -98.8% | +8.8% |
| 5Y | +71.1% | +167.6% | -96.5% | +12.9% |
| 10Y | +498.8% | +569.1% | -70.4% | +168.9% |
| All | +1,729.1% | +130.4% | +1,598.7% | +1,078.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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