-50.0%
TE vs HCA
+200.2%
-250.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.9% | -7.9% | -3.5% |
| 7D | +15.0% | +4.9% | +10.1% | +14.4% |
| 30D | -7.5% | +1.9% | -9.4% | -7.8% |
| 3M | -42.0% | +12.7% | -54.7% | -43.2% |
| 6M | -31.4% | -22.3% | -9.1% | -29.0% |
| YTD | -26.5% | -9.3% | -17.2% | -26.0% |
| 1Y | +153.1% | +2.7% | +150.4% | +149.0% |
| 3Y | -20.7% | +57.8% | -78.5% | -29.2% |
| 5Y | -45.4% | +70.3% | -115.8% | -52.9% |
| All | -50.0% | +200.2% | -250.2% | -58.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling