+68.3%
T vs HCA
+69.0%
-0.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -2.4% | +2.9% | -5.4% | -3.0% |
| 30D | +4.3% | +2.4% | +1.9% | +3.7% |
| 3M | +11.6% | +13.0% | -1.5% | +8.7% |
| 6M | -5.6% | -21.4% | +15.8% | -1.6% |
| YTD | +6.6% | -9.5% | +16.0% | +7.7% |
| 1Y | -8.4% | +7.5% | -15.9% | -10.9% |
| 3Y | +107.8% | +57.6% | +50.2% | +84.7% |
| 5Y | +68.3% | +71.1% | -2.8% | +41.6% |
| All | +68.3% | +69.0% | -0.7% | +41.6% |
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