+1,658.7%
HCA vs TT
+1,928.8%
-270.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.9% | -1.4% |
| 7D | -3.1% | 0.0% | -3.1% | -3.1% |
| 30D | -1.1% | -7.2% | +6.0% | +2.1% |
| 3M | +12.2% | -3.0% | +15.1% | +12.7% |
| 6M | -25.3% | +1.4% | -26.7% | -26.9% |
| YTD | -12.9% | +15.9% | -28.8% | -20.5% |
| 1Y | -0.9% | +9.4% | -10.4% | -7.6% |
| 3Y | +47.6% | +124.4% | -76.7% | -8.6% |
| 5Y | +67.0% | +138.0% | -71.0% | -2.1% |
| 10Y | +471.4% | +886.4% | -414.9% | +70.1% |
| All | +1,658.7% | +1,928.8% | -270.1% | +232.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling