+674.6%
SPY vs HCA
+1,635.7%
-961.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | +0.5% | -2.8% | +3.3% | +1.2% |
| 30D | -0.9% | -2.7% | +1.8% | -0.4% |
| 3M | +3.9% | +11.5% | -7.6% | +0.6% |
| 6M | +14.5% | -24.3% | +38.8% | +21.8% |
| YTD | +12.9% | -13.6% | +26.5% | +15.8% |
| 1Y | +19.4% | -3.2% | +22.6% | +18.6% |
| 3Y | +78.5% | +50.4% | +28.0% | +55.5% |
| 5Y | +81.8% | +64.8% | +17.0% | +51.5% |
| 10Y | +311.5% | +456.5% | -145.0% | +146.4% |
| All | +674.6% | +1,635.7% | -961.0% | +241.9% |
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