+81.6%
KO vs HCA
+69.6%
+12.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.3% |
| 7D | -1.1% | +2.9% | -4.0% | -1.7% |
| 30D | +1.6% | +2.4% | -0.8% | +1.0% |
| 3M | +5.8% | +13.0% | -7.3% | +3.2% |
| 6M | +14.3% | -21.4% | +35.7% | +18.8% |
| YTD | +27.3% | -9.5% | +36.8% | +28.7% |
| 1Y | +33.2% | +7.5% | +25.6% | +30.0% |
| 3Y | +64.5% | +57.6% | +6.9% | +47.4% |
| All | +81.6% | +69.6% | +12.0% | +53.1% |
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 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