+106.3%
NOK vs HCA
+1,721.2%
-1,614.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.9% | -3.9% | -0.3% |
| 7D | +9.3% | +4.9% | +4.4% | +7.9% |
| 30D | +17.9% | +1.9% | +16.0% | +17.1% |
| 3M | -22.3% | +12.7% | -35.1% | -25.4% |
| 6M | +36.4% | -22.3% | +58.7% | +44.5% |
| YTD | +66.3% | -9.3% | +75.6% | +68.4% |
| 1Y | +134.4% | +2.7% | +131.7% | +128.2% |
| 3Y | +186.6% | +57.8% | +128.8% | +142.4% |
| 5Y | +102.7% | +70.3% | +32.4% | +64.2% |
| 10Y | +129.8% | +499.7% | -369.9% | +22.7% |
| All | +106.3% | +1,721.2% | -1,614.9% | -27.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling