+152.5%
JPM vs HCA
+71.9%
+80.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.5% |
| 7D | -0.7% | +5.4% | -6.1% | -1.7% |
| 30D | -2.5% | +3.0% | -5.4% | -3.1% |
| 3M | +14.1% | +13.0% | +1.1% | +11.0% |
| 6M | +25.1% | -20.3% | +45.4% | +30.5% |
| YTD | +12.1% | -8.2% | +20.4% | +13.1% |
| 1Y | +18.8% | +6.7% | +12.1% | +15.5% |
| 3Y | +163.4% | +60.4% | +103.0% | +124.7% |
| All | +152.5% | +71.9% | +80.6% | +100.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling