+72.8%
HCA vs TDY
+39.0%
+33.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.1% | +0.9% |
| 7D | +5.4% | -1.1% | +6.5% | +5.8% |
| 30D | +3.0% | -12.0% | +15.0% | +8.1% |
| 3M | +13.0% | -3.2% | +16.2% | +14.0% |
| 6M | -20.3% | -7.9% | -12.4% | -18.2% |
| YTD | -8.2% | +18.2% | -26.5% | -15.8% |
| 1Y | +6.7% | +6.7% | 0.0% | +2.1% |
| 3Y | +60.4% | +47.5% | +12.8% | +27.2% |
| All | +72.8% | +39.0% | +33.7% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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