+5,846.6%
LLY vs HCA
+2,058.6%
+3,788.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | +6.7% | +0.8% | +5.9% | +6.6% |
| 30D | +19.6% | +6.1% | +13.5% | +18.3% |
| 3M | +19.7% | +21.4% | -1.7% | +15.7% |
| 6M | +42.7% | +17.2% | +25.6% | +38.5% |
| YTD | +35.1% | +7.5% | +27.7% | +32.5% |
| 1Y | +42.2% | +6.2% | +36.0% | +39.7% |
| 3Y | +140.8% | +122.0% | +18.8% | +106.5% |
| 5Y | +480.6% | +112.2% | +368.4% | +394.4% |
| 10Y | +2,061.9% | +675.7% | +1,386.1% | +1,343.5% |
| All | +5,846.6% | +2,058.6% | +3,788.1% | +3,259.8% |
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 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