+1,754.0%
HCA vs NVMI
+3,701.7%
-1,947.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +1.1% |
| 7D | +5.4% | -0.1% | +5.5% | +5.4% |
| 30D | +3.0% | -8.4% | +11.4% | +4.3% |
| 3M | +13.0% | -33.6% | +46.6% | +19.9% |
| 6M | -20.3% | -14.7% | -5.6% | -20.3% |
| YTD | -8.2% | +13.2% | -21.5% | -14.0% |
| 1Y | +6.7% | +29.0% | -22.3% | -3.5% |
| 3Y | +60.4% | +215.0% | -154.6% | +9.3% |
| 5Y | +73.4% | +268.6% | -195.1% | +9.7% |
| 10Y | +506.9% | +3,124.7% | -2,617.8% | +110.5% |
| All | +1,754.0% | +3,701.7% | -1,947.8% | +496.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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