+55.3%
ON vs HCA
+8.6%
+46.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.4% | +7.1% | +8.7% |
| 7D | +2.4% | +5.4% | -3.1% | +3.1% |
| 30D | -8.6% | +3.0% | -11.6% | -8.2% |
| 3M | -34.3% | +13.0% | -47.4% | -33.2% |
| 6M | +28.5% | -20.3% | +48.8% | +37.4% |
| YTD | +40.6% | -8.2% | +48.8% | +50.4% |
| 1Y | +55.3% | +6.7% | +48.6% | +79.6% |
| All | +55.3% | +8.6% | +46.7% | +79.6% |
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