+490.2%
HCA vs THC
+1,021.1%
-531.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +1.9% | +0.7% |
| 7D | +2.9% | 0.0% | +2.9% | +2.9% |
| 30D | +2.4% | +1.5% | +0.8% | +1.8% |
| 3M | +13.0% | +59.9% | -46.8% | -6.9% |
| 6M | -21.4% | +11.0% | -32.3% | -25.3% |
| YTD | -9.5% | +32.6% | -42.0% | -20.3% |
| 1Y | +7.5% | +37.4% | -29.8% | -7.2% |
| 3Y | +57.6% | +252.5% | -195.0% | -9.7% |
| 5Y | +71.1% | +262.3% | -191.2% | -7.0% |
| All | +490.2% | +1,021.1% | -531.0% | +77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 10y: compounded portfolio wealth divided by compounded THC 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…
10y analysis · Full analysis span regression · 6 months rolling