+203.4%
HD vs HCA
+503.4%
-300.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -3.9% | +2.9% | -6.8% | -4.9% |
| 30D | -13.1% | +2.4% | -15.5% | -13.9% |
| 3M | -3.4% | +13.0% | -16.5% | -7.7% |
| 6M | -12.6% | -21.4% | +8.8% | -6.1% |
| YTD | -9.2% | -9.5% | +0.2% | -7.4% |
| 1Y | -23.9% | +7.5% | -31.5% | -27.0% |
| 3Y | +0.4% | +57.6% | -57.2% | -17.0% |
| 5Y | +4.5% | +71.1% | -66.6% | -18.2% |
| All | +203.4% | +503.4% | -300.0% | +66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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