+629.3%
ON vs HCA
+511.6%
+117.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.4% | +7.1% | +7.8% |
| 7D | +2.4% | +5.4% | -3.1% | -0.4% |
| 30D | -8.6% | +3.0% | -11.6% | -10.3% |
| 3M | -34.3% | +13.0% | -47.4% | -39.9% |
| 6M | +28.5% | -20.3% | +48.8% | +41.7% |
| YTD | +40.6% | -8.2% | +48.8% | +42.4% |
| 1Y | +55.3% | +6.7% | +48.6% | +42.9% |
| 3Y | -22.2% | +60.4% | -82.6% | -47.0% |
| 5Y | +62.4% | +73.4% | -11.1% | +1.3% |
| All | +629.3% | +511.6% | +117.7% | +129.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling