+47.4%
TER vs HCA
+7.0%
+40.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.5% |
| 7D | +14.4% | +0.8% | +13.5% | +14.6% |
| 30D | -30.6% | +6.1% | -36.7% | -28.7% |
| 3M | -39.2% | +21.4% | -60.6% | -35.2% |
| 6M | -31.3% | +17.2% | -48.4% | -23.1% |
| YTD | +29.1% | +7.5% | +21.6% | +48.6% |
| 1Y | +47.4% | +6.2% | +41.3% | +69.9% |
| All | +47.4% | +7.0% | +40.5% | +69.9% |
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