+9.0%
HCA vs TPR
+20.9%
-11.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +3.5% | +6.8% | +9.7% |
| 7D | +10.2% | +12.6% | -2.4% | +7.9% |
| 30D | +17.4% | +7.1% | +10.3% | +15.9% |
| 3M | +27.7% | -19.4% | +47.0% | +32.5% |
| 6M | +20.0% | -9.7% | +29.7% | +21.0% |
| YTD | +10.0% | -1.0% | +11.0% | +8.3% |
| 1Y | +9.0% | +19.3% | -10.3% | +5.4% |
| All | +9.0% | +20.9% | -11.9% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 1y: compounded portfolio wealth divided by compounded TPR 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…
1y analysis · Full analysis span regression · 6 months rolling