+7.9%
NXPI vs HCA
+8.6%
-0.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.4% | +3.1% | +4.7% |
| 7D | +3.9% | +5.4% | -1.6% | +4.6% |
| 30D | +1.4% | +3.0% | -1.6% | +1.8% |
| 3M | -21.5% | +13.0% | -34.5% | -20.2% |
| 6M | +19.4% | -20.3% | +39.7% | +23.0% |
| YTD | +9.9% | -8.2% | +18.2% | +14.4% |
| 1Y | +7.9% | +6.7% | +1.2% | +14.1% |
| All | +7.9% | +8.6% | -0.7% | +14.1% |
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 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