+134.5%
IBM vs HCA
+503.4%
-368.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.3% | -2.4% |
| 7D | -0.3% | +2.9% | -3.2% | -1.1% |
| 30D | -1.8% | +2.4% | -4.2% | -2.5% |
| 3M | -13.5% | +13.0% | -26.5% | -15.8% |
| 6M | -5.1% | -21.4% | +16.3% | +0.7% |
| YTD | -19.4% | -9.5% | -9.9% | -18.0% |
| 1Y | -6.5% | +7.5% | -14.1% | -9.4% |
| 3Y | +73.8% | +57.6% | +16.2% | +49.9% |
| 5Y | +116.3% | +71.1% | +45.2% | +77.5% |
| All | +134.5% | +503.4% | -368.9% | +41.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling