+71.1%
HCA vs NDAQ
+48.4%
+22.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.5% |
| 7D | +2.9% | -6.8% | +9.7% | +5.1% |
| 30D | +2.4% | -3.2% | +5.5% | +3.3% |
| 3M | +13.0% | +6.5% | +6.6% | +11.0% |
| 6M | -21.4% | +5.7% | -27.1% | -22.9% |
| YTD | -9.5% | -4.6% | -4.8% | -8.7% |
| 1Y | +7.5% | -1.6% | +9.1% | +7.1% |
| 3Y | +57.6% | +86.4% | -28.8% | +20.3% |
| 5Y | +71.1% | +50.3% | +20.8% | +32.7% |
| All | +71.1% | +48.4% | +22.8% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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