+247.9%
SOXX vs HCA
+71.9%
+176.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.5% |
| 7D | +1.4% | +5.4% | -4.0% | +0.1% |
| 30D | -3.6% | +3.0% | -6.6% | -4.4% |
| 3M | -10.2% | +13.0% | -23.2% | -13.8% |
| 6M | +54.2% | -20.3% | +74.5% | +64.5% |
| YTD | +75.2% | -8.2% | +83.4% | +77.8% |
| 1Y | +107.5% | +6.7% | +100.8% | +98.7% |
| 3Y | +226.8% | +60.4% | +166.4% | +155.6% |
| All | +247.9% | +71.9% | +176.0% | +144.7% |
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