+2,209.9%
ORLY vs HCA
+1,743.3%
+466.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.1% |
| 7D | -2.4% | +5.4% | -7.8% | -3.5% |
| 30D | -6.8% | +3.0% | -9.7% | -7.4% |
| 3M | -4.8% | +13.0% | -17.8% | -7.4% |
| 6M | -9.1% | -20.3% | +11.2% | -5.1% |
| YTD | -5.9% | -8.2% | +2.3% | -5.0% |
| 1Y | -20.4% | +6.7% | -27.1% | -22.3% |
| 3Y | +36.6% | +60.4% | -23.8% | +20.5% |
| 5Y | +117.3% | +73.4% | +43.9% | +85.2% |
| 10Y | +362.7% | +506.9% | -144.2% | +206.0% |
| All | +2,209.9% | +1,743.3% | +466.6% | +1,224.8% |
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