+47.6%
ON vs HCA
+11.2%
+36.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +10.3% | -12.2% | -0.2% |
| 7D | -5.8% | +10.2% | -16.1% | -4.2% |
| 30D | -17.1% | +17.4% | -34.5% | -14.9% |
| 3M | -11.8% | +27.7% | -39.5% | -8.4% |
| 6M | -30.2% | +20.0% | -50.2% | -24.6% |
| YTD | +31.6% | +10.0% | +21.6% | +46.4% |
| 1Y | +47.6% | +9.0% | +38.5% | +64.8% |
| All | +47.6% | +11.2% | +36.4% | +64.8% |
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 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