+43.2%
TER vs HCA
+11.2%
+32.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +10.3% | -17.2% | -3.3% |
| 7D | -19.9% | +10.2% | -30.1% | -16.8% |
| 30D | -43.5% | +17.4% | -61.0% | -40.3% |
| 3M | -37.8% | +27.7% | -65.5% | -32.6% |
| 6M | -25.6% | +20.0% | -45.6% | -16.2% |
| YTD | +29.8% | +10.0% | +19.8% | +50.2% |
| 1Y | +43.2% | +9.0% | +34.2% | +64.8% |
| All | +43.2% | +11.2% | +32.0% | +64.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling