+77.4%
IBM vs HCA
+57.7%
+19.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.9% | -1.5% | +2.2% |
| 7D | +3.6% | +4.9% | -1.4% | +2.3% |
| 30D | +1.5% | +1.9% | -0.3% | +1.0% |
| 3M | -12.9% | +12.7% | -25.7% | -14.7% |
| 6M | -3.9% | -22.3% | +18.4% | +0.2% |
| YTD | -17.3% | -9.3% | -8.0% | -17.1% |
| 1Y | -5.0% | +2.7% | -7.7% | -8.1% |
| All | +77.4% | +57.7% | +19.7% | +55.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling