+890.1%
LOW vs HCA
+1,721.2%
-831.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.9% | -6.0% | -2.7% |
| 7D | -0.6% | +4.9% | -5.5% | -2.2% |
| 30D | -9.3% | +1.9% | -11.1% | -10.0% |
| 3M | -8.1% | +12.7% | -20.8% | -11.9% |
| 6M | -19.8% | -22.3% | +2.6% | -13.5% |
| YTD | -16.4% | -9.3% | -7.0% | -14.6% |
| 1Y | -24.7% | +2.7% | -27.4% | -26.4% |
| 3Y | -8.8% | +57.8% | -66.7% | -23.8% |
| 5Y | +7.8% | +70.3% | -62.6% | -13.9% |
| 10Y | +233.8% | +499.7% | -265.8% | +80.7% |
| All | +890.1% | +1,721.2% | -831.1% | +298.0% |
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