+114.5%
HCA vs TT
+131.0%
-16.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | 0.0% |
| 7D | +0.8% | +4.0% | -3.2% | -0.2% |
| 30D | +6.1% | -11.3% | +17.4% | +9.1% |
| 3M | +21.4% | -12.3% | +33.7% | +25.1% |
| 6M | +17.2% | -10.8% | +28.0% | +19.5% |
| YTD | +7.5% | +8.2% | -0.7% | +2.6% |
| 1Y | +6.2% | +1.5% | +4.7% | +3.4% |
| 3Y | +122.0% | +91.5% | +30.5% | +58.5% |
| All | +114.5% | +131.0% | -16.5% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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