+1,731.8%
HCA vs NOC
+1,048.7%
+683.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.6% | +5.5% | +5.1% |
| 7D | +4.9% | -1.6% | +6.5% | +5.5% |
| 30D | +1.9% | -10.4% | +12.3% | +5.6% |
| 3M | +12.7% | -5.6% | +18.3% | +14.8% |
| 6M | -22.3% | -30.4% | +8.0% | -12.5% |
| YTD | -9.3% | -8.5% | -0.9% | -7.6% |
| 1Y | +2.7% | -8.3% | +11.1% | +4.4% |
| 3Y | +57.8% | +28.2% | +29.6% | +38.1% |
| 5Y | +70.3% | +56.7% | +13.6% | +31.9% |
| 10Y | +499.7% | +189.3% | +310.3% | +225.6% |
| All | +1,731.8% | +1,048.7% | +683.0% | +256.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling