-53.1%
TE vs HCA
+203.8%
-256.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.5% |
| 7D | +0.2% | +5.4% | -5.2% | -0.4% |
| 30D | -5.9% | +3.0% | -8.9% | -6.3% |
| 3M | -45.6% | +13.0% | -58.6% | -46.7% |
| 6M | -43.4% | -20.3% | -23.1% | -41.5% |
| YTD | -31.0% | -8.2% | -22.8% | -30.6% |
| 1Y | +145.2% | +6.7% | +138.5% | +139.9% |
| 3Y | -24.1% | +60.4% | -84.4% | -32.3% |
| 5Y | -48.1% | +73.4% | -121.6% | -55.3% |
| All | -53.1% | +203.8% | -256.9% | -60.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling