+1,851.9%
TER vs HCA
+511.6%
+1,340.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.2% | +2.1% |
| 7D | +6.4% | +5.4% | +0.9% | +4.4% |
| 30D | -5.7% | +3.0% | -8.7% | -6.9% |
| 3M | -0.4% | +13.0% | -13.4% | -6.5% |
| 6M | +25.8% | -20.3% | +46.1% | +34.5% |
| YTD | +96.4% | -8.2% | +104.6% | +98.0% |
| 1Y | +229.2% | +6.7% | +222.5% | +210.9% |
| 3Y | +288.1% | +60.4% | +227.7% | +200.5% |
| 5Y | +219.9% | +73.4% | +146.5% | +134.7% |
| All | +1,851.9% | +511.6% | +1,340.3% | +859.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling