+4,629.2%
LLY vs HCA
+1,648.5%
+2,980.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | -2.1% | -3.1% | +0.9% | -1.6% |
| 30D | -1.6% | -1.1% | -0.5% | -1.4% |
| 3M | +2.3% | +12.2% | -9.9% | +0.2% |
| 6M | +14.9% | -25.3% | +40.2% | +20.3% |
| YTD | +7.5% | -12.9% | +20.4% | +9.3% |
| 1Y | +55.7% | -0.9% | +56.6% | +54.7% |
| 3Y | +110.6% | +47.6% | +63.0% | +93.6% |
| 5Y | +363.4% | +67.0% | +296.5% | +310.7% |
| 10Y | +1,649.0% | +471.4% | +1,177.5% | +1,125.5% |
| All | +4,629.2% | +1,648.5% | +2,980.6% | +2,671.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling