+518.3%
ORCL vs HCA
+1,648.5%
-1,130.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.3% |
| 7D | +5.3% | -3.1% | +8.3% | +5.9% |
| 30D | +10.0% | -1.1% | +11.1% | +10.2% |
| 3M | -32.6% | +12.2% | -44.7% | -34.4% |
| 6M | +4.9% | -25.3% | +30.3% | +10.7% |
| YTD | -17.8% | -12.9% | -4.8% | -16.4% |
| 1Y | -28.0% | -0.9% | -27.1% | -29.4% |
| 3Y | +36.0% | +47.6% | -11.6% | +19.6% |
| 5Y | +88.7% | +67.0% | +21.8% | +58.8% |
| 10Y | +346.9% | +471.4% | -124.5% | +177.9% |
| All | +518.3% | +1,648.5% | -1,130.3% | +176.1% |
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