-25.8%
TE vs HCA
+11.2%
-37.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +10.3% | -13.9% | +1.8% |
| 7D | +3.8% | +10.2% | -6.4% | +9.4% |
| 30D | -26.2% | +17.4% | -43.6% | -19.2% |
| 3M | -49.7% | +27.7% | -77.4% | -42.0% |
| 6M | -46.5% | +20.0% | -66.5% | -35.3% |
| YTD | -59.1% | +10.0% | -69.1% | -52.0% |
| 1Y | -25.8% | +9.0% | -34.8% | -9.6% |
| All | -25.8% | +11.2% | -37.0% | -9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling