+31.9%
NXPI vs HCA
+11.2%
+20.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.3% | -9.5% | +1.7% |
| 7D | +5.3% | +10.2% | -5.0% | +6.2% |
| 30D | +9.5% | +17.4% | -7.9% | +11.3% |
| 3M | +12.0% | +27.7% | -15.6% | +15.0% |
| 6M | -8.1% | +20.0% | -28.1% | -3.9% |
| YTD | +23.7% | +10.0% | +13.7% | +32.1% |
| 1Y | +31.9% | +9.0% | +22.9% | +40.7% |
| All | +31.9% | +11.2% | +20.8% | +40.7% |
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