-43.1%
KHC vs HCA
+385.5%
-428.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | -1.8% | -3.1% | +1.3% | -1.2% |
| 30D | -1.9% | -1.1% | -0.7% | -1.7% |
| 3M | +14.4% | +12.2% | +2.2% | +11.4% |
| 6M | +8.7% | -25.3% | +34.1% | +14.8% |
| YTD | +7.8% | -12.9% | +20.7% | +10.1% |
| 1Y | -1.5% | -0.9% | -0.6% | -2.3% |
| 3Y | -9.9% | +47.6% | -57.5% | -19.0% |
| 5Y | -10.7% | +67.0% | -77.7% | -23.6% |
| 10Y | -55.7% | +471.4% | -527.1% | -72.2% |
| All | -43.1% | +385.5% | -428.7% | -61.1% |
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