+122.0%
HCA vs HST
+87.2%
+34.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +0.8% | +3.6% | -2.8% | +0.2% |
| 30D | +6.1% | +11.2% | -5.1% | +4.1% |
| 3M | +21.4% | +13.1% | +8.3% | +18.7% |
| 6M | +17.2% | +23.9% | -6.7% | +12.6% |
| YTD | +7.5% | +52.3% | -44.8% | -0.9% |
| 1Y | +6.2% | +56.7% | -50.5% | -2.7% |
| 3Y | +122.0% | +87.5% | +34.5% | +77.7% |
| All | +122.0% | +87.2% | +34.8% | +77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 3y: compounded portfolio wealth divided by compounded HST 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…
3y analysis · Full analysis span regression · 6 months rolling