+336.5%
ORCL vs HCA
+503.4%
-166.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.2% | -5.3% |
| 7D | -0.7% | +2.9% | -3.6% | -1.3% |
| 30D | +5.1% | +2.4% | +2.8% | +4.6% |
| 3M | -23.7% | +13.0% | -36.8% | -25.7% |
| 6M | +3.1% | -21.4% | +24.5% | +7.5% |
| YTD | -20.8% | -9.5% | -11.3% | -20.1% |
| 1Y | -52.9% | +7.5% | -60.4% | -54.5% |
| 3Y | +25.4% | +57.6% | -32.2% | +7.9% |
| 5Y | +82.4% | +71.1% | +11.3% | +51.2% |
| All | +336.5% | +503.4% | -166.9% | +185.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling