+163.0%
LITE vs HCA
+7.0%
+156.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.2% | -4.6% |
| 7D | +10.8% | +0.8% | +10.0% | +10.9% |
| 30D | -33.4% | +6.1% | -39.5% | -32.0% |
| 3M | -32.2% | +21.4% | -53.7% | -28.6% |
| 6M | -42.1% | +17.2% | -59.3% | -34.8% |
| YTD | +61.9% | +7.5% | +54.4% | +84.8% |
| 1Y | +163.0% | +6.2% | +156.8% | +204.5% |
| All | +163.0% | +7.0% | +156.0% | +204.5% |
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 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