-28.0%
ORCL vs HCA
-0.5%
-27.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +2.6% |
| 7D | +5.3% | -3.1% | +8.3% | +3.8% |
| 30D | +10.0% | -1.1% | +11.1% | +9.3% |
| 3M | -32.6% | +12.2% | -44.7% | -26.8% |
| 6M | +4.9% | -25.3% | +30.3% | -16.3% |
| YTD | -17.8% | -12.9% | -4.8% | -20.6% |
| 1Y | -28.0% | -0.9% | -27.1% | +18.2% |
| All | -28.0% | -0.5% | -27.4% | +18.2% |
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