+76.4%
SLB vs HCA
+111.8%
-35.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.5% |
| 7D | +3.5% | +0.8% | +2.7% | +3.4% |
| 30D | +6.5% | +6.1% | +0.4% | +5.4% |
| 3M | -0.2% | +21.4% | -21.7% | -3.4% |
| 6M | -5.7% | +17.2% | -22.9% | -8.4% |
| YTD | +36.8% | +7.5% | +29.4% | +34.6% |
| 1Y | +45.8% | +6.2% | +39.6% | +43.5% |
| 3Y | +3.4% | +122.0% | -118.6% | -16.2% |
| All | +76.4% | +111.8% | -35.4% | +29.0% |
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