+50.4%
HCA vs TPR
+292.6%
-242.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.0% | -0.4% |
| 7D | -2.8% | -3.4% | +0.6% | -2.5% |
| 30D | -2.7% | -27.3% | +24.6% | -0.4% |
| 3M | +11.5% | -16.2% | +27.7% | +12.9% |
| 6M | -24.3% | -17.9% | -6.4% | -23.3% |
| YTD | -13.6% | -7.1% | -6.5% | -12.9% |
| 1Y | -3.2% | +13.6% | -16.8% | -3.1% |
| 3Y | +50.4% | +293.7% | -243.3% | +27.1% |
| All | +50.4% | +292.6% | -242.2% | +27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling