-10.7%
KHC vs HCA
+118.7%
-129.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.6% |
| 7D | +2.0% | +0.8% | +1.2% | +1.9% |
| 30D | +10.6% | +6.1% | +4.5% | +9.5% |
| 3M | +0.5% | +21.4% | -20.9% | -2.6% |
| 6M | +12.1% | +17.2% | -5.1% | +8.8% |
| YTD | +8.9% | +7.5% | +1.4% | +6.7% |
| 1Y | +7.5% | +6.2% | +1.3% | +5.5% |
| 3Y | -10.7% | +122.0% | -132.7% | -20.8% |
| All | -10.7% | +118.7% | -129.4% | -20.8% |
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 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