+2,071.1%
HCA vs HDB
+279.7%
+1,791.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | +0.8% | +2.7% | -1.9% | +0.1% |
| 30D | +6.1% | +14.1% | -8.1% | +2.3% |
| 3M | +21.4% | +11.8% | +9.6% | +17.4% |
| 6M | +17.2% | +8.2% | +9.0% | +14.0% |
| YTD | +7.5% | -29.3% | +36.8% | +17.1% |
| 1Y | +6.2% | -28.8% | +35.0% | +15.3% |
| 3Y | +122.0% | -7.5% | +129.5% | +119.8% |
| 5Y | +112.2% | -23.1% | +135.2% | +117.8% |
| 10Y | +675.7% | +63.7% | +612.0% | +504.5% |
| All | +2,071.1% | +279.7% | +1,791.4% | +1,180.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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