-13.6%
KHC vs HCA
+69.0%
-82.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.7% | -0.9% |
| 7D | -2.5% | +2.9% | -5.5% | -3.0% |
| 30D | +0.5% | +2.4% | -1.8% | 0.0% |
| 3M | +3.0% | +13.0% | -10.0% | +0.8% |
| 6M | +6.6% | -21.4% | +28.0% | +10.3% |
| YTD | +5.8% | -9.5% | +15.2% | +6.8% |
| 1Y | -2.2% | +7.5% | -9.7% | -4.3% |
| 3Y | -12.5% | +57.6% | -70.1% | -20.6% |
| 5Y | -13.6% | +71.1% | -84.7% | -24.8% |
| All | -13.6% | +69.0% | -82.6% | -24.8% |
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 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