+634.9%
HLT vs HCA
+884.4%
-249.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.5% |
| 7D | -1.6% | +5.4% | -7.0% | -3.4% |
| 30D | -5.0% | +3.0% | -8.0% | -6.2% |
| 3M | -10.4% | +13.0% | -23.4% | -14.8% |
| 6M | +3.2% | -20.3% | +23.5% | +10.8% |
| YTD | +6.7% | -8.2% | +15.0% | +8.3% |
| 1Y | +10.3% | +6.7% | +3.6% | +5.6% |
| 3Y | +99.3% | +60.4% | +39.0% | +58.7% |
| 5Y | +143.7% | +73.4% | +70.2% | +82.1% |
| 10Y | +584.7% | +506.9% | +77.8% | +213.8% |
| All | +634.9% | +884.4% | -249.5% | +220.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling