-52.3%
TEAM vs HCA
+71.9%
-124.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.3% |
| 7D | -5.2% | +5.4% | -10.6% | -6.7% |
| 30D | +15.8% | +3.0% | +12.8% | +14.5% |
| 3M | +101.5% | +13.0% | +88.4% | +93.8% |
| 6M | +138.2% | -20.3% | +158.4% | +153.7% |
| YTD | +10.8% | -8.2% | +19.1% | +11.3% |
| 1Y | +1.7% | +6.7% | -5.0% | -4.4% |
| 3Y | -16.0% | +60.4% | -76.4% | -37.1% |
| All | -52.3% | +71.9% | -124.2% | -69.3% |
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 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