+9.0%
HCA vs TEM
-11.1%
+20.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -2.8% | +13.2% | +10.3% |
| 7D | +10.2% | -1.3% | +11.6% | +10.2% |
| 30D | +17.4% | -9.5% | +26.9% | +17.3% |
| 3M | +27.7% | +60.7% | -33.0% | +30.3% |
| 6M | +20.0% | +35.5% | -15.5% | +22.6% |
| YTD | +10.0% | +28.0% | -18.1% | +11.8% |
| 1Y | +9.0% | -10.5% | +19.5% | +15.4% |
| All | +9.0% | -11.1% | +20.1% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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