+514.0%
NOW vs HCA
+675.7%
-161.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | +0.3% | +0.8% | -0.5% | +0.1% |
| 30D | -27.0% | +6.1% | -33.0% | -28.4% |
| 3M | -19.6% | +21.4% | -41.1% | -24.2% |
| 6M | +17.5% | +17.2% | +0.3% | +11.5% |
| YTD | -33.3% | +7.5% | -40.7% | -35.9% |
| 1Y | -39.8% | +6.2% | -46.0% | -42.0% |
| 3Y | -19.9% | +122.0% | -141.9% | -40.2% |
| 5Y | -26.1% | +112.2% | -138.2% | -45.0% |
| All | +514.0% | +675.7% | -161.7% | +209.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling