+270.3%
ORCL vs HCA
+675.7%
-405.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | +8.0% | +0.8% | +7.1% | +7.8% |
| 30D | -4.0% | +6.1% | -10.1% | -5.2% |
| 3M | -19.5% | +21.4% | -40.9% | -22.6% |
| 6M | -33.5% | +17.2% | -50.6% | -35.8% |
| YTD | -34.8% | +7.5% | -42.3% | -36.5% |
| 1Y | -41.6% | +6.2% | -47.8% | -43.1% |
| 3Y | +13.8% | +122.0% | -108.2% | -10.0% |
| 5Y | +43.4% | +112.2% | -68.8% | +13.2% |
| All | +270.3% | +675.7% | -405.5% | +126.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling