+1,754.0%
HCA vs OMC
+160.7%
+1,593.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +1.9% | +1.6% |
| 7D | +5.4% | -4.4% | +9.8% | +7.4% |
| 30D | +3.0% | -7.6% | +10.6% | +6.4% |
| 3M | +13.0% | +4.5% | +8.5% | +10.4% |
| 6M | -20.3% | -0.3% | -20.0% | -20.7% |
| YTD | -8.2% | -0.1% | -8.1% | -10.3% |
| 1Y | +6.7% | +4.6% | +2.1% | +1.3% |
| 3Y | +60.4% | +10.5% | +49.9% | +42.9% |
| 5Y | +73.4% | +31.7% | +41.7% | +36.2% |
| 10Y | +506.9% | +33.5% | +473.4% | +339.8% |
| All | +1,754.0% | +160.7% | +1,593.3% | +733.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling