+118.0%
NOK vs HCA
-0.5%
+118.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.7% | +2.5% |
| 7D | -1.8% | -3.1% | +1.3% | -2.1% |
| 30D | +4.7% | -1.1% | +5.8% | +4.6% |
| 3M | -39.7% | +12.2% | -51.8% | -39.0% |
| 6M | +23.1% | -25.3% | +48.4% | +29.7% |
| YTD | +55.0% | -12.9% | +68.0% | +62.9% |
| 1Y | +118.0% | -0.9% | +119.0% | +128.5% |
| All | +118.0% | -0.5% | +118.6% | +128.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling