+177.9%
HPQ vs HCA
+1,721.2%
-1,543.3%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.9% | 0.0% | +3.2% |
| 7D | +2.2% | +4.9% | -2.7% | +0.5% |
| 30D | +9.7% | +1.9% | +7.9% | +9.0% |
| 3M | +32.7% | +12.7% | +20.0% | +26.6% |
| 6M | +77.7% | -22.3% | +100.1% | +92.4% |
| YTD | +51.0% | -9.3% | +60.3% | +53.8% |
| 1Y | +18.4% | +2.7% | +15.7% | +14.8% |
| 3Y | +25.6% | +57.8% | -32.3% | +1.6% |
| 5Y | +38.6% | +70.3% | -31.7% | +6.3% |
| 10Y | +226.1% | +499.7% | -273.5% | +56.9% |
| All | +177.9% | +1,721.2% | -1,543.3% | -10.2% |
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