+72.8%
HCA vs NOC
+58.2%
+14.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +5.4% | +0.8% | +4.6% | +5.3% |
| 30D | +3.0% | -9.7% | +12.7% | +4.8% |
| 3M | +13.0% | -5.6% | +18.7% | +14.1% |
| 6M | -20.3% | -28.6% | +8.3% | -16.0% |
| YTD | -8.2% | -7.9% | -0.4% | -7.4% |
| 1Y | +6.7% | -9.5% | +16.2% | +7.9% |
| 3Y | +60.4% | +28.4% | +32.0% | +50.2% |
| All | +72.8% | +58.2% | +14.6% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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