+384.6%
NVDA vs HCA
+59.6%
+325.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | +0.1% |
| 7D | -5.1% | +5.4% | -10.6% | -4.7% |
| 30D | -2.5% | +3.0% | -5.5% | -2.2% |
| 3M | +6.7% | +13.0% | -6.4% | +7.7% |
| 6M | +17.6% | -20.3% | +37.9% | +16.9% |
| YTD | +17.3% | -8.2% | +25.6% | +17.7% |
| 1Y | +23.5% | +6.7% | +16.8% | +24.9% |
| 3Y | +384.6% | +60.4% | +324.2% | +394.7% |
| All | +384.6% | +59.6% | +325.0% | +394.7% |
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 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