+251.6%
T vs HCA
+1,648.5%
-1,396.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.8% |
| 7D | -1.3% | -3.1% | +1.8% | -0.7% |
| 30D | +11.4% | -1.1% | +12.5% | +11.5% |
| 3M | +14.3% | +12.2% | +2.1% | +11.7% |
| 6M | -9.3% | -25.3% | +16.1% | -4.8% |
| YTD | +7.1% | -12.9% | +20.1% | +9.0% |
| 1Y | -9.1% | -0.9% | -8.2% | -9.7% |
| 3Y | +105.3% | +47.6% | +57.7% | +87.9% |
| 5Y | +66.8% | +67.0% | -0.2% | +47.0% |
| 10Y | +66.8% | +471.4% | -404.7% | +19.4% |
| All | +251.6% | +1,648.5% | -1,396.9% | +114.1% |
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