+59.4%
SLB vs HCA
+8.6%
+50.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | +0.1% |
| 7D | -2.5% | +5.4% | -7.9% | -2.3% |
| 30D | +7.1% | +3.0% | +4.1% | +7.2% |
| 3M | +0.6% | +13.0% | -12.4% | +0.8% |
| 6M | +17.6% | -20.3% | +37.9% | +20.7% |
| YTD | +48.5% | -8.2% | +56.7% | +49.7% |
| 1Y | +59.4% | +6.7% | +52.7% | +47.4% |
| All | +59.4% | +8.6% | +50.8% | +47.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling