-9.9%
LOW vs HCA
+59.6%
-69.5%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.2% | -0.3% |
| 7D | -3.7% | +5.4% | -9.1% | -5.2% |
| 30D | -8.9% | +3.0% | -11.8% | -9.8% |
| 3M | -10.4% | +13.0% | -23.4% | -13.9% |
| 6M | -19.4% | -20.3% | +0.9% | -14.6% |
| YTD | -17.1% | -8.2% | -8.9% | -16.1% |
| 1Y | -26.3% | +6.7% | -33.0% | -29.3% |
| 3Y | -9.9% | +60.4% | -70.3% | -29.7% |
| All | -9.9% | +59.6% | -69.5% | -29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling