+1,658.7%
HCA vs THC
+820.3%
+838.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.3% |
| 7D | -3.1% | -0.7% | -2.4% | -2.8% |
| 30D | -1.1% | +1.3% | -2.4% | -1.7% |
| 3M | +12.2% | +64.2% | -52.1% | -9.6% |
| 6M | -25.3% | +8.3% | -33.6% | -28.5% |
| YTD | -12.9% | +33.4% | -46.3% | -24.1% |
| 1Y | -0.9% | +37.7% | -38.6% | -15.2% |
| 3Y | +47.6% | +236.8% | -189.2% | -16.4% |
| 5Y | +67.0% | +249.3% | -182.3% | -11.3% |
| 10Y | +471.4% | +995.2% | -523.8% | +44.5% |
| All | +1,658.7% | +820.3% | +838.4% | +316.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling