+71.1%
HCA vs TPR
+222.6%
-151.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.5% |
| 7D | +2.9% | -5.1% | +8.1% | +3.8% |
| 30D | +2.4% | -27.6% | +29.9% | +7.9% |
| 3M | +13.0% | -17.5% | +30.5% | +16.4% |
| 6M | -21.4% | -21.3% | -0.1% | -18.6% |
| YTD | -9.5% | -8.5% | -1.0% | -8.9% |
| 1Y | +7.5% | +11.5% | -3.9% | +4.3% |
| 3Y | +57.6% | +288.0% | -230.4% | +10.1% |
| 5Y | +71.1% | +225.2% | -154.0% | +19.5% |
| All | +71.1% | +222.6% | -151.5% | +19.5% |
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