+72.6%
SPY vs HCA
+111.8%
-39.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | 0.0% | -0.3% |
| 7D | +2.6% | +0.8% | +1.8% | +2.4% |
| 30D | -2.0% | +6.1% | -8.1% | -3.3% |
| 3M | -2.8% | +21.4% | -24.2% | -6.9% |
| 6M | +2.1% | +17.2% | -15.0% | -1.7% |
| YTD | +11.5% | +7.5% | +4.0% | +8.8% |
| 1Y | +13.5% | +6.2% | +7.3% | +11.0% |
| 3Y | +77.7% | +122.0% | -44.3% | +37.2% |
| All | +72.6% | +111.8% | -39.2% | +26.9% |
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 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