+185.8%
LMT vs HCA
+511.6%
-325.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.4% |
| 7D | -0.2% | +5.4% | -5.6% | -1.3% |
| 30D | -13.1% | +3.0% | -16.0% | -13.7% |
| 3M | -3.9% | +13.0% | -16.9% | -6.5% |
| 6M | -18.3% | -20.3% | +2.0% | -14.8% |
| YTD | +10.3% | -8.2% | +18.6% | +11.6% |
| 1Y | +14.2% | +6.7% | +7.5% | +11.8% |
| 3Y | +35.0% | +60.4% | -25.4% | +20.3% |
| 5Y | +73.2% | +73.4% | -0.2% | +48.5% |
| All | +185.8% | +511.6% | -325.8% | +101.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling