+95.6%
LLY vs HCA
+51.3%
+44.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.1% |
| 7D | -3.1% | -2.8% | -0.3% | -2.8% |
| 30D | -5.1% | -2.7% | -2.3% | -4.7% |
| 3M | -2.1% | +11.5% | -13.5% | -3.1% |
| 6M | +13.8% | -24.3% | +38.1% | +17.0% |
| YTD | +5.1% | -13.6% | +18.7% | +6.5% |
| 1Y | +53.1% | -3.2% | +56.3% | +52.6% |
| 3Y | +95.6% | +50.4% | +45.2% | +95.0% |
| All | +95.6% | +51.3% | +44.3% | +95.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling