+71.1%
HCA vs Z
-66.6%
+137.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.6% | +0.2% |
| 7D | +2.9% | -11.6% | +14.5% | +4.4% |
| 30D | +2.4% | -8.5% | +10.8% | +3.3% |
| 3M | +13.0% | -7.9% | +20.9% | +13.7% |
| 6M | -21.4% | -29.1% | +7.7% | -18.7% |
| YTD | -9.5% | -54.2% | +44.7% | -1.7% |
| 1Y | +7.5% | -63.5% | +71.1% | +20.1% |
| 3Y | +57.6% | -38.6% | +96.2% | +58.9% |
| 5Y | +71.1% | -66.0% | +137.1% | +63.3% |
| All | +71.1% | -66.6% | +137.7% | +63.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling