+2.6%
OXY vs HCA
+1,743.3%
-1,740.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | 0.0% |
| 7D | +2.8% | +5.4% | -2.6% | +0.7% |
| 30D | +5.5% | +3.0% | +2.5% | +4.1% |
| 3M | +11.3% | +13.0% | -1.7% | +5.0% |
| 6M | +11.6% | -20.3% | +31.9% | +19.7% |
| YTD | +51.6% | -8.2% | +59.8% | +52.7% |
| 1Y | +36.2% | +6.7% | +29.5% | +28.3% |
| 3Y | +1.7% | +60.4% | -58.7% | -22.4% |
| 5Y | +164.5% | +73.4% | +91.0% | +86.8% |
| 10Y | +6.1% | +506.9% | -500.9% | -53.1% |
| All | +2.6% | +1,743.3% | -1,740.7% | -70.7% |
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 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