-17.1%
NOW vs HCA
+120.8%
-137.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.8% |
| 7D | -3.1% | +7.9% | -11.0% | -3.0% |
| 30D | -27.0% | +11.9% | -39.0% | -27.1% |
| 3M | -17.7% | +22.4% | -40.1% | -18.0% |
| 6M | +12.7% | +16.5% | -3.8% | +12.5% |
| YTD | -32.9% | +8.7% | -41.6% | -33.3% |
| 1Y | -40.4% | +6.7% | -47.0% | -40.6% |
| 3Y | -17.1% | +127.0% | -144.1% | -27.1% |
| All | -17.1% | +120.8% | -137.9% | -27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling