+227.5%
LOW vs HCA
+511.6%
-284.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.2% | -0.4% |
| 7D | -3.7% | +5.4% | -9.1% | -5.7% |
| 30D | -8.9% | +3.0% | -11.8% | -10.1% |
| 3M | -10.4% | +13.0% | -23.4% | -15.0% |
| 6M | -19.4% | -20.3% | +0.9% | -12.7% |
| YTD | -17.1% | -8.2% | -8.9% | -15.5% |
| 1Y | -26.3% | +6.7% | -33.0% | -29.5% |
| 3Y | -9.9% | +60.4% | -70.3% | -28.5% |
| 5Y | +6.1% | +73.4% | -67.3% | -20.9% |
| All | +227.5% | +511.6% | -284.1% | +59.2% |
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