+87.0%
HCA vs TLN
+710.8%
-623.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.4% | -0.4% |
| 7D | +0.8% | +11.0% | -10.2% | +1.2% |
| 30D | +6.1% | +4.9% | +1.2% | +6.3% |
| 3M | +21.4% | +4.9% | +16.5% | +21.8% |
| 6M | +17.2% | +7.1% | +10.1% | +17.5% |
| YTD | +7.5% | +0.3% | +7.2% | +7.9% |
| 1Y | +6.2% | +5.9% | +0.3% | +6.6% |
| 3Y | +122.0% | +578.5% | -456.5% | +87.2% |
| All | +87.0% | +710.8% | -623.8% | +55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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