-0.4%
SLB vs HCA
+1,648.5%
-1,648.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.5% |
| 7D | +0.8% | -3.1% | +3.9% | +1.9% |
| 30D | +15.8% | -1.1% | +17.0% | +16.0% |
| 3M | -0.3% | +12.2% | -12.5% | -5.5% |
| 6M | +21.3% | -25.3% | +46.7% | +33.2% |
| YTD | +52.3% | -12.9% | +65.3% | +57.2% |
| 1Y | +63.6% | -0.9% | +64.5% | +59.8% |
| 3Y | +3.8% | +47.6% | -43.9% | -16.1% |
| 5Y | +128.6% | +67.0% | +61.7% | +68.4% |
| 10Y | -3.1% | +471.4% | -474.5% | -55.5% |
| All | -0.4% | +1,648.5% | -1,648.9% | -70.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling