-5.8%
SLB vs HCA
+511.6%
-517.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.5% |
| 7D | -2.5% | +5.4% | -7.9% | -4.7% |
| 30D | +7.1% | +3.0% | +4.1% | +5.5% |
| 3M | +0.6% | +13.0% | -12.4% | -5.5% |
| 6M | +17.6% | -20.3% | +37.9% | +27.6% |
| YTD | +48.5% | -8.2% | +56.7% | +50.5% |
| 1Y | +59.4% | +6.7% | +52.7% | +49.9% |
| 3Y | -0.4% | +60.4% | -60.7% | -26.3% |
| 5Y | +133.8% | +73.4% | +60.3% | +56.1% |
| All | -5.8% | +511.6% | -517.4% | -64.2% |
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