+161.4%
JPM vs HCA
+57.5%
+104.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -2.3% | +2.9% | -5.3% | -2.6% |
| 30D | -2.3% | +2.4% | -4.7% | -2.6% |
| 3M | +14.9% | +13.0% | +1.8% | +13.3% |
| 6M | +23.6% | -21.4% | +45.0% | +26.0% |
| YTD | +11.3% | -9.5% | +20.7% | +11.8% |
| 1Y | +19.9% | +7.5% | +12.4% | +17.8% |
| All | +161.4% | +57.5% | +104.0% | +135.9% |
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