+72.8%
HCA vs HBM
+327.6%
-254.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.8% | +1.4% |
| 7D | +5.4% | -3.3% | +8.7% | +5.6% |
| 30D | +3.0% | -4.8% | +7.8% | +3.3% |
| 3M | +13.0% | -0.4% | +13.4% | +12.7% |
| 6M | -20.3% | +17.9% | -38.1% | -22.1% |
| YTD | -8.2% | +33.7% | -41.9% | -11.9% |
| 1Y | +6.7% | +95.6% | -88.9% | -1.8% |
| 3Y | +60.4% | +458.1% | -397.7% | +26.1% |
| All | +72.8% | +327.6% | -254.9% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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