+368.2%
ORCL vs HCA
+2,083.8%
-1,715.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.0% | +1.2% | +2.8% |
| 7D | +0.5% | +7.9% | -7.5% | -1.2% |
| 30D | -15.3% | +11.9% | -27.2% | -17.3% |
| 3M | -18.2% | +22.4% | -40.6% | -21.6% |
| 6M | -38.4% | +16.5% | -54.9% | -40.7% |
| YTD | -37.7% | +8.7% | -46.4% | -39.5% |
| 1Y | -49.3% | +6.7% | -55.9% | -50.7% |
| 3Y | +10.6% | +127.0% | -116.4% | -11.7% |
| 5Y | +35.5% | +113.9% | -78.4% | +8.3% |
| 10Y | +251.6% | +656.7% | -405.1% | +106.9% |
| All | +368.2% | +2,083.8% | -1,715.6% | +99.6% |
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 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