+472.7%
LLY vs HCA
+115.1%
+357.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +19.3% |
| 3M | +18.5% | +23.2% | -4.8% | +13.9% |
| 6M | +49.1% | +19.1% | +30.0% | +43.9% |
| YTD | +34.4% | +9.0% | +25.4% | +31.3% |
| 1Y | +46.3% | +10.2% | +36.1% | +42.6% |
| 3Y | +145.5% | +122.4% | +23.1% | +104.2% |
| 5Y | +472.7% | +116.3% | +356.4% | +356.1% |
| All | +472.7% | +115.1% | +357.6% | +356.1% |
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