+401.8%
ORCL vs HCA
+2,088.8%
-1,687.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.3% | +8.5% | +8.8% |
| 7D | +3.8% | -0.9% | +4.7% | +4.0% |
| 30D | -6.6% | +10.3% | -16.9% | -8.5% |
| 3M | -11.4% | +23.2% | -34.6% | -15.2% |
| 6M | -33.3% | +19.1% | -52.4% | -36.0% |
| YTD | -33.3% | +9.0% | -42.2% | -35.2% |
| 1Y | -44.9% | +10.2% | -55.1% | -46.8% |
| 3Y | +17.6% | +122.4% | -104.8% | -5.6% |
| 5Y | +46.1% | +116.3% | -70.2% | +16.5% |
| 10Y | +277.8% | +686.6% | -408.8% | +120.6% |
| All | +401.8% | +2,088.8% | -1,687.0% | +113.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling