+72.8%
HCA vs OMC
+30.5%
+42.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +1.9% | +1.5% |
| 7D | +5.4% | -4.4% | +9.8% | +6.7% |
| 30D | +3.0% | -7.6% | +10.6% | +5.2% |
| 3M | +13.0% | +4.5% | +8.5% | +11.5% |
| 6M | -20.3% | -0.3% | -20.0% | -20.4% |
| YTD | -8.2% | -0.1% | -8.1% | -9.0% |
| 1Y | +6.7% | +4.6% | +2.1% | +3.7% |
| 3Y | +60.4% | +10.5% | +49.9% | +47.6% |
| All | +72.8% | +30.5% | +42.3% | +38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling