+75.4%
SPY vs HCA
+57.5%
+17.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -2.0% | +2.9% | -4.9% | -2.3% |
| 30D | -1.7% | +2.4% | -4.0% | -1.9% |
| 3M | +4.7% | +13.0% | -8.3% | +3.1% |
| 6M | +12.5% | -21.4% | +33.9% | +15.9% |
| YTD | +11.7% | -9.5% | +21.2% | +12.7% |
| 1Y | +17.5% | +7.5% | +9.9% | +15.3% |
| All | +75.4% | +57.5% | +17.9% | +58.5% |
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