+162.7%
IBM vs HCA
+1,648.5%
-1,485.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | -0.3% | -3.1% | +2.8% | +0.4% |
| 30D | +0.3% | -1.1% | +1.4% | +0.5% |
| 3M | -21.6% | +12.2% | -33.8% | -23.3% |
| 6M | -4.7% | -25.3% | +20.7% | +1.4% |
| YTD | -19.1% | -12.9% | -6.1% | -17.1% |
| 1Y | -2.5% | -0.9% | -1.6% | -3.2% |
| 3Y | +74.2% | +47.6% | +26.5% | +56.4% |
| 5Y | +113.1% | +67.0% | +46.2% | +82.1% |
| 10Y | +133.5% | +471.4% | -337.9% | +50.8% |
| All | +162.7% | +1,648.5% | -1,485.8% | +36.7% |
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