+6.7%
HCA vs Z
-62.2%
+68.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.0% | -2.6% | +1.4% |
| 7D | +5.4% | -6.0% | +11.5% | +5.3% |
| 30D | +3.0% | -2.3% | +5.3% | +3.0% |
| 3M | +13.0% | -0.6% | +13.6% | +12.9% |
| 6M | -20.3% | -27.6% | +7.4% | -22.8% |
| YTD | -8.2% | -52.4% | +44.1% | -13.6% |
| 1Y | +6.7% | -63.6% | +70.3% | -1.3% |
| All | +6.7% | -62.2% | +68.9% | -1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling