+132.3%
HON vs HCA
+511.6%
-379.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.4% |
| 7D | -3.5% | +5.4% | -8.9% | -5.2% |
| 30D | -13.8% | +3.0% | -16.7% | -14.8% |
| 3M | -11.7% | +13.0% | -24.7% | -15.7% |
| 6M | -18.7% | -20.3% | +1.5% | -13.0% |
| YTD | +0.2% | -8.2% | +8.5% | +1.8% |
| 1Y | -3.1% | +6.7% | -9.8% | -7.0% |
| 3Y | +17.0% | +60.4% | -43.4% | -5.2% |
| 5Y | +2.0% | +73.4% | -71.4% | -22.2% |
| All | +132.3% | +511.6% | -379.3% | +16.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling