+21.3%
NOK vs HCA
+11.2%
+10.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +10.3% | -12.9% | -1.0% |
| 7D | -10.4% | +10.2% | -20.7% | -8.9% |
| 30D | -19.0% | +17.4% | -36.4% | -16.9% |
| 3M | -16.7% | +27.7% | -44.4% | -13.6% |
| 6M | -37.1% | +20.0% | -57.2% | -32.7% |
| YTD | +27.7% | +10.0% | +17.7% | +40.2% |
| 1Y | +21.3% | +9.0% | +12.3% | +32.9% |
| All | +21.3% | +11.2% | +10.1% | +32.9% |
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 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