+114.5%
HCA vs TPR
+230.3%
-115.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.2% | -0.3% |
| 7D | +0.8% | -0.3% | +1.1% | +0.9% |
| 30D | +6.1% | +15.1% | -9.0% | +3.4% |
| 3M | +21.4% | +3.5% | +17.9% | +20.5% |
| 6M | +17.2% | +0.4% | +16.7% | +16.4% |
| YTD | +7.5% | +4.6% | +2.9% | +5.5% |
| 1Y | +6.2% | +33.1% | -26.9% | 0.0% |
| 3Y | +122.0% | +396.0% | -274.0% | +45.4% |
| All | +114.5% | +230.3% | -115.7% | +51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling