-16.7%
IBM vs HCA
+7.0%
-23.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | +1.6% | +0.8% | +0.7% | +1.4% |
| 30D | +9.2% | +6.1% | +3.1% | +7.7% |
| 3M | +4.9% | +21.4% | -16.5% | +0.5% |
| 6M | +16.8% | +17.2% | -0.4% | +9.9% |
| YTD | -14.3% | +7.5% | -21.7% | -22.0% |
| 1Y | -16.7% | +6.2% | -22.9% | -24.1% |
| All | -16.7% | +7.0% | -23.7% | -24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling