+390.2%
LLY vs HCA
+73.0%
+317.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -4.9% | -0.8% |
| 7D | -3.1% | +4.9% | -8.0% | -3.9% |
| 30D | -8.6% | +1.9% | -10.5% | -9.0% |
| 3M | -1.6% | +12.7% | -14.4% | -3.7% |
| 6M | +11.8% | -22.3% | +34.2% | +16.4% |
| YTD | +5.1% | -9.3% | +14.4% | +6.2% |
| 1Y | +50.7% | +2.7% | +48.0% | +48.5% |
| 3Y | +95.7% | +57.8% | +37.9% | +75.2% |
| 5Y | +390.2% | +70.3% | +319.8% | +313.8% |
| All | +390.2% | +73.0% | +317.2% | +313.8% |
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