+361.3%
ORCL vs HCA
+504.3%
-143.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.9% | -5.5% | -1.5% |
| 7D | +10.9% | +4.9% | +6.0% | +9.9% |
| 30D | +7.0% | +1.9% | +5.1% | +6.6% |
| 3M | -21.2% | +12.7% | -33.9% | -23.2% |
| 6M | +7.4% | -22.3% | +29.7% | +12.3% |
| YTD | -16.3% | -9.3% | -6.9% | -15.6% |
| 1Y | -32.3% | +2.7% | -35.0% | -34.2% |
| 3Y | +32.6% | +57.8% | -25.3% | +14.0% |
| 5Y | +93.1% | +70.3% | +22.8% | +60.2% |
| All | +361.3% | +504.3% | -143.0% | +201.6% |
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