+41.5%
NU vs HCA
+85.4%
-43.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.4% | -4.0% | -3.1% |
| 7D | -4.9% | +5.4% | -10.3% | -6.4% |
| 30D | +7.8% | +3.0% | +4.8% | +6.6% |
| 3M | +20.9% | +13.0% | +7.9% | +15.6% |
| 6M | +0.9% | -20.3% | +21.2% | +7.7% |
| YTD | -12.7% | -8.2% | -4.4% | -11.3% |
| 1Y | -6.4% | +6.7% | -13.1% | -9.9% |
| 3Y | +98.1% | +60.4% | +37.7% | +59.2% |
| All | +41.5% | +85.4% | -43.9% | -0.1% |
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 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