-32.3%
ORCL vs HCA
+2.1%
-34.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.9% | -5.5% | +1.7% |
| 7D | +10.9% | +4.9% | +6.0% | +13.3% |
| 30D | +7.0% | +1.9% | +5.1% | +7.8% |
| 3M | -21.2% | +12.7% | -33.9% | -15.2% |
| 6M | +7.4% | -22.3% | +29.7% | -13.6% |
| YTD | -16.3% | -9.3% | -6.9% | -17.7% |
| 1Y | -32.3% | +2.7% | -35.0% | +19.5% |
| All | -32.3% | +2.1% | -34.5% | +19.5% |
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