+70.3%
T vs HCA
+511.6%
-441.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.6% | +1.7% |
| 7D | +1.5% | +5.4% | -3.9% | +0.3% |
| 30D | +7.5% | +3.0% | +4.5% | +6.7% |
| 3M | +14.8% | +13.0% | +1.8% | +11.4% |
| 6M | -1.7% | -20.3% | +18.5% | +2.7% |
| YTD | +8.7% | -8.2% | +16.9% | +9.8% |
| 1Y | -7.5% | +6.7% | -14.2% | -9.9% |
| 3Y | +110.2% | +60.4% | +49.9% | +83.8% |
| 5Y | +71.6% | +73.4% | -1.8% | +44.2% |
| All | +70.3% | +511.6% | -441.3% | +10.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling