+1,729.1%
HCA vs NI
+796.6%
+932.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | +2.9% | -0.6% | +3.5% | +3.2% |
| 30D | +2.4% | -1.4% | +3.8% | +2.9% |
| 3M | +13.0% | -10.6% | +23.6% | +18.9% |
| 6M | -21.4% | -9.9% | -11.5% | -17.7% |
| YTD | -9.5% | +1.2% | -10.6% | -10.6% |
| 1Y | +7.5% | +4.4% | +3.1% | +4.3% |
| 3Y | +57.6% | +68.6% | -11.0% | +18.1% |
| 5Y | +71.1% | +98.0% | -26.9% | +17.0% |
| 10Y | +498.8% | +143.6% | +355.2% | +266.4% |
| All | +1,729.1% | +796.6% | +932.4% | +326.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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