+2.5%
SLB vs HCA
+51.3%
-48.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.7% |
| 7D | +0.4% | -2.8% | +3.2% | +0.6% |
| 30D | +13.6% | -2.7% | +16.3% | +13.7% |
| 3M | +1.5% | +11.5% | -10.0% | +0.4% |
| 6M | +23.0% | -24.3% | +47.3% | +26.6% |
| YTD | +51.2% | -13.6% | +64.8% | +52.9% |
| 1Y | +63.5% | -3.2% | +66.7% | +62.4% |
| 3Y | +2.5% | +50.4% | -47.9% | -9.3% |
| All | +2.5% | +51.3% | -48.8% | -9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling