+32.6%
NET vs HCA
+113.0%
-80.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +10.3% | -12.9% | -6.0% |
| 7D | -16.4% | +10.2% | -26.6% | -19.3% |
| 30D | -25.8% | +17.4% | -43.3% | -30.2% |
| 3M | -11.5% | +27.7% | -39.2% | -19.2% |
| 6M | +18.9% | +20.0% | -1.1% | +10.0% |
| YTD | +35.2% | +10.0% | +25.2% | +28.9% |
| 1Y | +14.5% | +9.0% | +5.4% | +9.0% |
| 3Y | +313.8% | +126.4% | +187.5% | +147.9% |
| 5Y | +32.6% | +115.2% | -82.7% | -26.7% |
| All | +32.6% | +113.0% | -80.5% | -26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling