+11.3%
O vs HCA
+11.2%
+0.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +10.3% | -7.3% | +1.5% |
| 7D | +5.8% | +10.2% | -4.4% | +4.3% |
| 30D | +10.7% | +17.4% | -6.8% | +8.3% |
| 3M | -4.5% | +27.7% | -32.2% | -7.6% |
| 6M | -4.1% | +20.0% | -24.1% | -7.1% |
| YTD | +9.8% | +10.0% | -0.2% | +7.2% |
| 1Y | +11.3% | +9.0% | +2.3% | +9.0% |
| All | +11.3% | +11.2% | +0.1% | +9.0% |
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