+14,546.7%
NVDA vs HCA
+511.6%
+14,035.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.4% |
| 7D | -5.1% | +5.4% | -10.6% | -6.7% |
| 30D | -2.5% | +3.0% | -5.5% | -3.6% |
| 3M | +6.7% | +13.0% | -6.4% | +1.7% |
| 6M | +17.6% | -20.3% | +37.9% | +25.1% |
| YTD | +17.3% | -8.2% | +25.6% | +18.5% |
| 1Y | +23.5% | +6.7% | +16.8% | +17.9% |
| 3Y | +384.6% | +60.4% | +324.2% | +281.5% |
| 5Y | +875.4% | +73.4% | +802.0% | +628.4% |
| All | +14,546.7% | +511.6% | +14,035.1% | +7,960.9% |
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