+1,731.8%
HCA vs HBM
+88.9%
+1,642.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.6% | +5.5% | +5.0% |
| 7D | +4.9% | +5.5% | -0.6% | +4.1% |
| 30D | +1.9% | +3.3% | -1.4% | +1.3% |
| 3M | +12.7% | +12.7% | +0.1% | +10.1% |
| 6M | -22.3% | +28.2% | -50.5% | -26.3% |
| YTD | -9.3% | +45.3% | -54.6% | -16.1% |
| 1Y | +2.7% | +121.7% | -119.0% | -11.2% |
| 3Y | +57.8% | +523.5% | -465.7% | +12.3% |
| 5Y | +70.3% | +393.9% | -323.6% | +20.2% |
| 10Y | +499.7% | +647.9% | -148.2% | +242.8% |
| All | +1,731.8% | +88.9% | +1,642.9% | +1,147.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling