+498.2%
HCA vs Z
-2.5%
+500.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.0% | -2.6% | +0.8% |
| 7D | +5.4% | -6.0% | +11.5% | +6.4% |
| 30D | +3.0% | -2.3% | +5.3% | +3.1% |
| 3M | +13.0% | -0.6% | +13.6% | +12.6% |
| 6M | -20.3% | -27.6% | +7.4% | -17.0% |
| YTD | -8.2% | -52.4% | +44.1% | +1.3% |
| 1Y | +6.7% | -63.6% | +70.3% | +22.6% |
| 3Y | +60.4% | -36.4% | +96.8% | +62.4% |
| 5Y | +73.4% | -64.6% | +138.1% | +83.1% |
| All | +498.2% | -2.5% | +500.6% | +361.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling