+226.8%
SOXX vs HCA
+59.6%
+167.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.8% |
| 7D | +1.4% | +5.4% | -4.0% | +1.3% |
| 30D | -3.6% | +3.0% | -6.6% | -3.6% |
| 3M | -10.2% | +13.0% | -23.2% | -10.7% |
| 6M | +54.2% | -20.3% | +74.5% | +60.9% |
| YTD | +75.2% | -8.2% | +83.4% | +78.8% |
| 1Y | +107.5% | +6.7% | +100.8% | +105.9% |
| 3Y | +226.8% | +60.4% | +166.4% | +180.0% |
| All | +226.8% | +59.6% | +167.1% | +180.0% |
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 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