+491.0%
HCA vs TPR
+310.5%
+180.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.3% | +8.2% | +5.8% |
| 7D | +4.9% | -7.3% | +12.2% | +7.0% |
| 30D | +1.9% | -30.7% | +32.6% | +11.8% |
| 3M | +12.7% | -21.6% | +34.4% | +19.6% |
| 6M | -22.3% | -21.3% | -1.0% | -18.2% |
| YTD | -9.3% | -10.2% | +0.8% | -8.2% |
| 1Y | +2.7% | +9.5% | -6.8% | -2.2% |
| 3Y | +57.8% | +280.8% | -223.0% | -2.9% |
| 5Y | +70.3% | +218.7% | -148.4% | +6.0% |
| All | +491.0% | +310.5% | +180.5% | +185.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling