+139.5%
SLB vs HCA
+64.9%
+74.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | +0.4% | -2.8% | +3.2% | +0.9% |
| 30D | +13.6% | -2.7% | +16.3% | +14.0% |
| 3M | +1.5% | +11.5% | -10.0% | -0.8% |
| 6M | +23.0% | -24.3% | +47.3% | +28.9% |
| YTD | +51.2% | -13.6% | +64.8% | +54.1% |
| 1Y | +63.5% | -3.2% | +66.7% | +62.2% |
| 3Y | +2.5% | +50.4% | -47.9% | -9.9% |
| All | +139.5% | +64.9% | +74.7% | +93.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling