+102.9%
T vs HCA
+57.7%
+45.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.9% | -6.7% | -2.6% |
| 7D | -3.1% | +4.9% | -8.0% | -3.9% |
| 30D | +4.6% | +1.9% | +2.7% | +4.2% |
| 3M | +12.2% | +12.7% | -0.5% | +9.8% |
| 6M | -6.5% | -22.3% | +15.9% | -3.0% |
| YTD | +4.9% | -9.3% | +14.2% | +5.6% |
| 1Y | -10.5% | +2.7% | -13.2% | -12.3% |
| All | +102.9% | +57.7% | +45.2% | +86.4% |
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