+289.4%
HPE vs HCA
+59.6%
+229.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.4% | +11.1% | +12.4% |
| 7D | +19.4% | +5.4% | +14.0% | +19.5% |
| 30D | +5.6% | +3.0% | +2.6% | +5.6% |
| 3M | +33.1% | +13.0% | +20.0% | +33.2% |
| 6M | +192.5% | -20.3% | +212.7% | +200.1% |
| YTD | +160.9% | -8.2% | +169.2% | +164.5% |
| 1Y | +155.0% | +6.7% | +148.3% | +154.3% |
| 3Y | +289.4% | +60.4% | +229.0% | +242.3% |
| All | +289.4% | +59.6% | +229.8% | +242.3% |
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