+228.7%
HL vs HCA
+71.9%
+156.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.6% |
| 7D | -4.4% | +5.4% | -9.8% | -5.7% |
| 30D | +9.3% | +3.0% | +6.3% | +8.2% |
| 3M | +32.0% | +13.0% | +19.0% | +26.5% |
| 6M | -6.4% | -20.3% | +13.8% | -0.2% |
| YTD | +3.1% | -8.2% | +11.4% | +4.2% |
| 1Y | +77.6% | +6.7% | +70.9% | +68.8% |
| 3Y | +392.8% | +60.4% | +332.4% | +286.5% |
| All | +228.7% | +71.9% | +156.7% | +130.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling