+2,071.1%
HCA vs TPR
+266.2%
+1,804.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.0% |
| 3M | +21.4% | +3.5% | +17.9% | +19.9% |
| 6M | +17.2% | +0.4% | +16.7% | +15.8% |
| YTD | +7.5% | +4.6% | +2.9% | +4.1% |
| 1Y | +6.2% | +33.1% | -26.9% | -3.8% |
| 3Y | +122.0% | +396.0% | -274.0% | +27.7% |
| 5Y | +112.2% | +230.3% | -118.1% | +33.1% |
| 10Y | +675.7% | +368.4% | +307.3% | +273.7% |
| All | +2,071.1% | +266.2% | +1,804.9% | +975.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling