-0.9%
HCA vs OMC
+9.8%
-10.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.6% |
| 7D | -3.1% | -6.4% | +3.3% | -2.0% |
| 30D | -1.1% | +1.1% | -2.2% | -1.3% |
| 3M | +12.2% | +10.4% | +1.7% | +11.3% |
| 6M | -25.3% | -1.7% | -23.6% | -25.9% |
| YTD | -12.9% | +4.4% | -17.4% | -12.3% |
| 1Y | -0.9% | +8.4% | -9.4% | -0.1% |
| All | -0.9% | +9.8% | -10.7% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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