+30.7%
HD vs HCA
+118.7%
-87.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +1.5% | +0.8% | +0.7% | +1.3% |
| 30D | +18.0% | +6.1% | +11.9% | +16.1% |
| 3M | +2.8% | +21.4% | -18.6% | -2.2% |
| 6M | +17.0% | +17.2% | -0.2% | +11.8% |
| YTD | +3.5% | +7.5% | -3.9% | +0.6% |
| 1Y | -2.6% | +6.2% | -8.7% | -5.2% |
| 3Y | +30.7% | +122.0% | -91.3% | -8.3% |
| All | +30.7% | +118.7% | -87.9% | -8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling