+1,080.0%
JPM vs HCA
+1,721.2%
-641.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.9% | -4.6% | -1.2% |
| 7D | -0.4% | +4.9% | -5.3% | -1.9% |
| 30D | -1.4% | +1.9% | -3.3% | -2.1% |
| 3M | +13.9% | +12.7% | +1.2% | +9.2% |
| 6M | +23.5% | -22.3% | +45.9% | +32.5% |
| YTD | +11.6% | -9.3% | +21.0% | +13.5% |
| 1Y | +21.4% | +2.7% | +18.6% | +18.1% |
| 3Y | +163.4% | +57.8% | +105.6% | +117.5% |
| 5Y | +152.5% | +70.3% | +82.2% | +97.4% |
| 10Y | +592.1% | +499.7% | +92.5% | +252.4% |
| All | +1,080.0% | +1,721.2% | -641.2% | +304.7% |
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