-40.3%
NOW vs HCA
+10.4%
-50.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.3% | +2.8% | +3.2% |
| 7D | -5.6% | -0.9% | -4.6% | -5.7% |
| 30D | -26.8% | +10.3% | -37.1% | -25.5% |
| 3M | -19.4% | +23.2% | -42.6% | -17.2% |
| 6M | +12.3% | +19.1% | -6.8% | +14.1% |
| YTD | -32.9% | +9.0% | -41.9% | -35.0% |
| 1Y | -40.3% | +10.2% | -50.5% | -41.7% |
| All | -40.3% | +10.4% | -50.7% | -41.7% |
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