+27.6%
O vs HCA
+57.5%
-29.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -3.5% | +2.9% | -6.4% | -4.0% |
| 30D | -3.3% | +2.4% | -5.7% | -3.8% |
| 3M | -2.8% | +13.0% | -15.9% | -5.3% |
| 6M | -5.8% | -21.4% | +15.6% | -1.9% |
| YTD | +9.4% | -9.5% | +18.9% | +10.5% |
| 1Y | +5.7% | +7.5% | -1.9% | +2.7% |
| All | +27.6% | +57.5% | -29.9% | +7.2% |
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