+18.9%
NET vs HCA
+18.9%
0.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +10.3% | -12.9% | -0.1% |
| 7D | -16.4% | +10.2% | -26.6% | -14.2% |
| 30D | -25.8% | +17.4% | -43.3% | -22.6% |
| 3M | -11.5% | +27.7% | -39.2% | -5.8% |
| 6M | +18.9% | +20.0% | -1.1% | +7.9% |
| All | +18.9% | +18.9% | 0.0% | +7.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling