+521.0%
LITE vs HCA
-0.5%
+521.5%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +3.7% |
| 7D | -1.5% | -3.1% | +1.5% | -2.3% |
| 30D | +6.7% | -1.1% | +7.8% | +6.5% |
| 3M | -6.8% | +12.2% | -18.9% | -5.7% |
| 6M | +29.4% | -25.3% | +54.8% | +45.5% |
| YTD | +139.1% | -12.9% | +152.0% | +159.2% |
| 1Y | +521.0% | -0.9% | +521.9% | +677.2% |
| All | +521.0% | -0.5% | +521.5% | +677.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling