+115.1%
NOK vs HCA
+71.9%
+43.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.4% | +3.4% | +4.5% |
| 7D | +11.0% | +5.4% | +5.5% | +9.7% |
| 30D | +7.8% | +3.0% | +4.9% | +7.0% |
| 3M | -21.0% | +13.0% | -34.0% | -23.8% |
| 6M | +40.9% | -20.3% | +61.1% | +49.5% |
| YTD | +72.0% | -8.2% | +80.3% | +74.8% |
| 1Y | +140.9% | +6.7% | +134.2% | +132.8% |
| 3Y | +194.3% | +60.4% | +133.9% | +143.6% |
| All | +115.1% | +71.9% | +43.2% | +63.4% |
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