+481.1%
HCA vs Z
+7.8%
+473.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -0.8% |
| 7D | +0.8% | +0.8% | 0.0% | +0.7% |
| 30D | +6.1% | +5.2% | +0.9% | +5.0% |
| 3M | +21.4% | -17.0% | +38.5% | +24.1% |
| 6M | +17.2% | -22.7% | +39.8% | +20.6% |
| YTD | +7.5% | -56.3% | +63.8% | +19.3% |
| 1Y | +6.2% | -57.7% | +63.8% | +18.3% |
| 3Y | +122.0% | -16.5% | +138.6% | +114.4% |
| 5Y | +112.2% | -53.4% | +165.6% | +115.1% |
| 10Y | +675.7% | -15.9% | +691.6% | +511.5% |
| All | +481.1% | +7.8% | +473.3% | +344.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling