+51.0%
HPQ vs HCA
+71.9%
-21.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.4% | +7.0% | +8.0% |
| 7D | +9.8% | +5.4% | +4.3% | +8.1% |
| 30D | +22.4% | +3.0% | +19.4% | +21.2% |
| 3M | +45.2% | +13.0% | +32.1% | +39.4% |
| 6M | +96.4% | -20.3% | +116.7% | +109.7% |
| YTD | +65.4% | -8.2% | +73.6% | +67.6% |
| 1Y | +31.6% | +6.7% | +24.9% | +26.0% |
| 3Y | +37.0% | +60.4% | -23.4% | +9.6% |
| All | +51.0% | +71.9% | -21.0% | +12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling