+214.8%
TER vs HCA
+2.1%
+212.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.4% | -3.6% |
| 7D | +9.4% | +2.9% | +6.4% | +10.2% |
| 30D | -2.4% | +2.4% | -4.8% | -1.7% |
| 3M | +6.5% | +13.0% | -6.5% | +9.0% |
| 6M | +23.2% | -21.4% | +44.6% | +34.5% |
| YTD | +91.5% | -9.5% | +100.9% | +106.6% |
| 1Y | +214.8% | +7.5% | +207.3% | +258.2% |
| All | +214.8% | +2.1% | +212.7% | +258.2% |
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