+139.5%
LLY vs HCA
+121.7%
+17.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | +1.4% | -0.9% | +2.3% | +1.5% |
| 30D | +21.5% | +10.3% | +11.2% | +19.8% |
| 3M | +18.5% | +23.2% | -4.8% | +14.9% |
| 6M | +49.1% | +19.1% | +30.0% | +45.0% |
| YTD | +34.4% | +9.0% | +25.4% | +31.9% |
| 1Y | +46.3% | +10.2% | +36.1% | +43.4% |
| All | +139.5% | +121.7% | +17.7% | +129.4% |
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