+361.0%
ORLY vs HCA
+511.6%
-150.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | 0.0% |
| 7D | -2.4% | +5.4% | -7.8% | -3.7% |
| 30D | -6.8% | +3.0% | -9.7% | -7.5% |
| 3M | -4.8% | +13.0% | -17.8% | -8.1% |
| 6M | -9.1% | -20.3% | +11.2% | -4.2% |
| YTD | -5.9% | -8.2% | +2.3% | -4.8% |
| 1Y | -20.4% | +6.7% | -27.1% | -22.8% |
| 3Y | +36.6% | +60.4% | -23.8% | +16.3% |
| 5Y | +117.3% | +73.4% | +43.9% | +76.7% |
| All | +361.0% | +511.6% | -150.6% | +184.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling