+441.4%
HON vs HCA
+1,721.2%
-1,279.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.9% | -6.5% | -3.1% |
| 7D | -0.6% | +4.9% | -5.5% | -2.0% |
| 30D | -15.4% | +1.9% | -17.3% | -16.0% |
| 3M | -9.1% | +12.7% | -21.9% | -12.8% |
| 6M | -17.1% | -22.3% | +5.3% | -11.2% |
| YTD | +1.5% | -9.3% | +10.8% | +3.3% |
| 1Y | -1.3% | +2.7% | -4.0% | -3.7% |
| 3Y | +19.5% | +57.8% | -38.3% | +0.4% |
| 5Y | +3.1% | +70.3% | -67.3% | -17.7% |
| 10Y | +138.4% | +499.7% | -361.3% | +28.0% |
| All | +441.4% | +1,721.2% | -1,279.8% | +92.7% |
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 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