+57.4%
INTC vs HCA
+11.2%
+46.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +10.3% | -14.1% | +1.3% |
| 7D | -39.0% | +10.2% | -49.3% | -35.9% |
| 30D | -49.8% | +17.4% | -67.3% | -45.4% |
| 3M | -42.2% | +27.7% | -69.9% | -34.0% |
| 6M | -39.2% | +20.0% | -59.2% | -29.4% |
| YTD | +57.9% | +10.0% | +47.9% | +79.7% |
| 1Y | +57.4% | +9.0% | +48.3% | +79.1% |
| All | +57.4% | +11.2% | +46.2% | +79.1% |
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