+6.7%
HCA vs NTRS
+51.4%
-44.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.2% |
| 7D | +5.4% | +1.4% | +4.0% | +5.2% |
| 30D | +3.0% | -0.7% | +3.6% | +3.0% |
| 3M | +13.0% | +11.3% | +1.7% | +11.8% |
| 6M | -20.3% | +35.5% | -55.8% | -21.9% |
| YTD | -8.2% | +40.6% | -48.8% | -11.4% |
| 1Y | +6.7% | +49.2% | -42.5% | +2.4% |
| All | +6.7% | +51.4% | -44.7% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling