+327.1%
NET vs HCA
+48.6%
+278.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -0.9% | -1.9% |
| 7D | -7.0% | -3.1% | -3.9% | -6.7% |
| 30D | -4.8% | -1.1% | -3.7% | -4.7% |
| 3M | +3.8% | +12.2% | -8.3% | +2.2% |
| 6M | +50.0% | -25.3% | +75.4% | +58.6% |
| YTD | +41.5% | -12.9% | +54.4% | +45.0% |
| 1Y | +32.8% | -0.9% | +33.8% | +31.7% |
| All | +327.1% | +48.6% | +278.4% | +211.4% |
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