+717.5%
HPE vs HCA
+524.5%
+193.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.9% | +0.2% | +3.4% |
| 7D | +13.6% | +4.9% | +8.7% | +11.8% |
| 30D | +7.7% | +1.9% | +5.8% | +7.0% |
| 3M | +22.4% | +12.7% | +9.6% | +16.0% |
| 6M | +172.6% | -22.3% | +194.9% | +194.9% |
| YTD | +147.5% | -9.3% | +156.8% | +151.0% |
| 1Y | +151.8% | +2.7% | +149.1% | +141.7% |
| 3Y | +267.1% | +57.8% | +209.2% | +184.2% |
| 5Y | +362.8% | +70.3% | +292.4% | +234.8% |
| 10Y | +540.2% | +499.7% | +40.5% | +162.9% |
| All | +717.5% | +524.5% | +193.0% | +219.1% |
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 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