+392.8%
HL vs HCA
+59.6%
+333.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.4% |
| 7D | -4.4% | +5.4% | -9.8% | -5.1% |
| 30D | +9.3% | +3.0% | +6.3% | +8.7% |
| 3M | +32.0% | +13.0% | +19.0% | +28.8% |
| 6M | -6.4% | -20.3% | +13.8% | -1.6% |
| YTD | +3.1% | -8.2% | +11.4% | +4.3% |
| 1Y | +77.6% | +6.7% | +70.9% | +70.3% |
| 3Y | +392.8% | +60.4% | +332.4% | +239.7% |
| All | +392.8% | +59.6% | +333.2% | +239.7% |
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 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