+33.3%
ORCL vs HCA
+51.3%
-18.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.3% |
| 7D | +15.0% | -2.8% | +17.8% | +14.8% |
| 30D | +10.5% | -2.7% | +13.3% | +10.3% |
| 3M | -23.0% | +11.5% | -34.5% | -22.2% |
| 6M | +7.0% | -24.3% | +31.3% | +6.1% |
| YTD | -15.8% | -13.6% | -2.2% | -16.0% |
| 1Y | -31.1% | -3.2% | -27.9% | -31.6% |
| 3Y | +33.3% | +50.4% | -17.1% | +28.6% |
| All | +33.3% | +51.3% | -18.1% | +28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling