-74.7%
NKE vs HCA
+71.9%
-146.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.1% |
| 7D | -4.2% | +5.4% | -9.6% | -5.7% |
| 30D | -8.2% | +3.0% | -11.2% | -9.1% |
| 3M | -19.1% | +13.0% | -32.1% | -22.3% |
| 6M | -32.6% | -20.3% | -12.4% | -28.3% |
| YTD | -40.7% | -8.2% | -32.5% | -40.1% |
| 1Y | -48.9% | +6.7% | -55.6% | -51.3% |
| 3Y | -59.2% | +60.4% | -119.6% | -67.3% |
| All | -74.7% | +71.9% | -146.6% | -81.3% |
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