+133.9%
HL vs HCA
-0.5%
+134.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.7% |
| 7D | +1.5% | -3.1% | +4.5% | +0.9% |
| 30D | +25.1% | -1.1% | +26.2% | +24.9% |
| 3M | +22.9% | +12.2% | +10.7% | +26.6% |
| 6M | -4.9% | -25.3% | +20.4% | -11.2% |
| YTD | +7.8% | -12.9% | +20.8% | +8.8% |
| 1Y | +133.9% | -0.9% | +134.8% | +180.4% |
| All | +133.9% | -0.5% | +134.4% | +180.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling