+6.7%
HCA vs TEM
-25.7%
+32.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.4% |
| 7D | +5.4% | -8.7% | +14.1% | +5.1% |
| 30D | +3.0% | +8.1% | -5.1% | +3.6% |
| 3M | +13.0% | +19.0% | -6.0% | +14.4% |
| 6M | -20.3% | +12.0% | -32.3% | -19.4% |
| YTD | -8.2% | -0.1% | -8.2% | -7.2% |
| 1Y | +6.7% | -33.5% | +40.2% | +7.5% |
| All | +6.7% | -25.7% | +32.4% | +7.5% |
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