+597.5%
ON vs HCA
+1,635.7%
-1,038.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -4.1% |
| 7D | -2.2% | -2.8% | +0.6% | -0.9% |
| 30D | -12.4% | -2.7% | -9.7% | -11.5% |
| 3M | -41.2% | +11.5% | -52.7% | -45.3% |
| 6M | +25.0% | -24.3% | +49.3% | +39.1% |
| YTD | +31.3% | -13.6% | +44.9% | +36.5% |
| 1Y | +45.4% | -3.2% | +48.6% | +42.0% |
| 3Y | -27.4% | +50.4% | -77.8% | -45.3% |
| 5Y | +58.5% | +64.8% | -6.3% | +11.1% |
| 10Y | +561.8% | +456.5% | +105.3% | +156.6% |
| All | +597.5% | +1,635.7% | -1,038.1% | +72.3% |
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