+148.6%
TE vs HCA
-0.5%
+149.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +0.9% |
| 7D | -4.0% | -3.1% | -0.9% | -5.2% |
| 30D | -15.9% | -1.1% | -14.8% | -16.2% |
| 3M | -60.5% | +12.2% | -72.7% | -59.2% |
| 6M | -35.2% | -25.3% | -9.9% | -31.5% |
| YTD | -31.1% | -12.9% | -18.2% | -29.1% |
| 1Y | +148.6% | -0.9% | +149.6% | +122.9% |
| All | +148.6% | -0.5% | +149.2% | +122.9% |
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