-13.5%
KHC vs HCA
+57.7%
-71.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.9% | -6.1% | -1.9% |
| 7D | -4.8% | +4.9% | -9.7% | -5.5% |
| 30D | +0.3% | +1.9% | -1.6% | -0.1% |
| 3M | +6.7% | +12.7% | -6.0% | +4.5% |
| 6M | +4.2% | -22.3% | +26.5% | +7.6% |
| YTD | +6.7% | -9.3% | +16.1% | +7.5% |
| 1Y | -1.4% | +2.7% | -4.1% | -3.0% |
| All | -13.5% | +57.7% | -71.2% | -21.5% |
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 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