-55.6%
KHC vs HCA
+511.6%
-567.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.6% |
| 7D | -1.0% | +5.4% | -6.4% | -2.1% |
| 30D | +1.9% | +3.0% | -1.1% | +1.2% |
| 3M | +3.2% | +13.0% | -9.8% | +0.4% |
| 6M | +10.0% | -20.3% | +30.2% | +14.4% |
| YTD | +6.7% | -8.2% | +14.9% | +7.7% |
| 1Y | -0.9% | +6.7% | -7.6% | -3.2% |
| 3Y | -13.6% | +60.4% | -73.9% | -23.4% |
| 5Y | -12.8% | +73.4% | -86.3% | -25.6% |
| All | -55.6% | +511.6% | -567.2% | -70.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling