-22.3%
HCA vs OMC
-5.3%
-17.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.5% | +8.4% | +6.3% |
| 7D | +4.9% | -4.2% | +9.1% | +6.7% |
| 30D | +1.9% | -7.5% | +9.4% | +5.0% |
| 3M | +12.7% | +4.6% | +8.1% | +10.9% |
| 6M | -22.3% | -4.8% | -17.5% | -20.8% |
| All | -22.3% | -5.3% | -17.0% | -20.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling