+57.5%
HCA vs TLN
+571.8%
-514.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | -0.2% |
| 7D | +2.9% | +2.0% | +1.0% | +3.0% |
| 30D | +2.4% | -12.9% | +15.3% | +2.2% |
| 3M | +13.0% | -7.4% | +20.5% | +12.7% |
| 6M | -21.4% | -6.0% | -15.3% | -21.6% |
| YTD | -9.5% | -16.9% | +7.4% | -9.6% |
| 1Y | +7.5% | -22.6% | +30.2% | +7.4% |
| 3Y | +57.6% | +469.0% | -411.4% | +32.5% |
| All | +57.5% | +571.8% | -514.2% | +29.9% |
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