-31.4%
TE vs HCA
-20.3%
-11.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.9% | -7.9% | +0.6% |
| 7D | +15.0% | +4.9% | +10.1% | +19.2% |
| 30D | -7.5% | +1.9% | -9.4% | -6.1% |
| 3M | -42.0% | +12.7% | -54.7% | -36.4% |
| 6M | -31.4% | -22.3% | -9.1% | -31.1% |
| All | -31.4% | -20.3% | -11.2% | -31.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling