+114.5%
HCA vs THC
+258.4%
-143.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | +0.8% | +1.0% | -0.1% | +0.4% |
| 30D | +6.1% | +5.3% | +0.8% | +3.7% |
| 3M | +21.4% | +7.1% | +14.3% | +17.8% |
| 6M | +17.2% | +46.0% | -28.9% | -2.3% |
| YTD | +7.5% | +43.9% | -36.5% | -10.6% |
| 1Y | +6.2% | +45.4% | -39.3% | -12.4% |
| 3Y | +122.0% | +421.3% | -299.3% | -4.3% |
| All | +114.5% | +258.4% | -143.8% | +13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling