-49.3%
TE vs HCA
+71.9%
-121.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.4% |
| 7D | +0.2% | +5.4% | -5.2% | -0.7% |
| 30D | -5.9% | +3.0% | -8.9% | -6.5% |
| 3M | -45.6% | +13.0% | -58.6% | -47.4% |
| 6M | -43.4% | -20.3% | -23.1% | -39.9% |
| YTD | -31.0% | -8.2% | -22.8% | -30.3% |
| 1Y | +145.2% | +6.7% | +138.5% | +135.3% |
| 3Y | -24.1% | +60.4% | -84.4% | -40.8% |
| All | -49.3% | +71.9% | -121.3% | -63.7% |
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