+282.8%
O vs HCA
+1,635.7%
-1,352.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | -0.2% |
| 7D | -0.6% | -2.8% | +2.2% | +0.2% |
| 30D | -2.0% | -2.7% | +0.8% | -1.3% |
| 3M | +3.0% | +11.5% | -8.5% | -0.5% |
| 6M | -3.6% | -24.3% | +20.6% | +3.3% |
| YTD | +12.1% | -13.6% | +25.6% | +15.4% |
| 1Y | +8.9% | -3.2% | +12.1% | +8.3% |
| 3Y | +30.3% | +50.4% | -20.1% | +12.4% |
| 5Y | +13.7% | +64.8% | -51.1% | -7.1% |
| 10Y | +50.3% | +456.5% | -406.3% | -13.7% |
| All | +282.8% | +1,635.7% | -1,352.9% | +66.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling