+49.6%
ON vs HCA
+69.0%
-19.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -4.7% | +2.9% | -7.7% | -5.7% |
| 30D | -13.5% | +2.4% | -15.9% | -14.3% |
| 3M | -36.3% | +13.0% | -49.4% | -39.9% |
| 6M | +17.8% | -21.4% | +39.1% | +28.2% |
| YTD | +29.6% | -9.5% | +39.0% | +32.6% |
| 1Y | +45.8% | +7.5% | +38.3% | +37.4% |
| 3Y | -28.3% | +57.6% | -85.9% | -47.1% |
| 5Y | +49.6% | +71.1% | -21.5% | -1.7% |
| All | +49.6% | +69.0% | -19.4% | -1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling