+1,658.7%
HCA vs HST
+123.4%
+1,535.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -3.1% | -1.0% | -2.0% | -2.7% |
| 30D | -1.1% | -12.3% | +11.1% | +4.1% |
| 3M | +12.2% | -6.4% | +18.5% | +14.9% |
| 6M | -25.3% | +15.0% | -40.4% | -30.0% |
| YTD | -12.9% | +30.5% | -43.5% | -22.9% |
| 1Y | -0.9% | +35.7% | -36.6% | -14.1% |
| 3Y | +47.6% | +68.4% | -20.8% | +13.1% |
| 5Y | +67.0% | +73.1% | -6.2% | +19.9% |
| 10Y | +471.4% | +92.7% | +378.7% | +250.0% |
| All | +1,658.7% | +123.4% | +1,535.3% | +792.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling