+17.0%
HON vs HCA
+59.6%
-42.6%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.2% |
| 7D | -3.5% | +5.4% | -8.9% | -4.5% |
| 30D | -13.8% | +3.0% | -16.7% | -14.3% |
| 3M | -11.7% | +13.0% | -24.7% | -14.0% |
| 6M | -18.7% | -20.3% | +1.5% | -15.2% |
| YTD | +0.2% | -8.2% | +8.5% | +1.3% |
| 1Y | -3.1% | +6.7% | -9.8% | -5.9% |
| 3Y | +17.0% | +60.4% | -43.4% | +0.1% |
| All | +17.0% | +59.6% | -42.6% | +0.1% |
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