+191.2%
TER vs HCA
+118.7%
+72.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.4% |
| 7D | +14.4% | +0.8% | +13.5% | +14.4% |
| 30D | -30.6% | +6.1% | -36.7% | -30.3% |
| 3M | -39.2% | +21.4% | -60.6% | -39.2% |
| 6M | -31.3% | +17.2% | -48.4% | -30.3% |
| YTD | +29.1% | +7.5% | +21.6% | +33.2% |
| 1Y | +47.4% | +6.2% | +41.3% | +52.2% |
| 3Y | +191.2% | +122.0% | +69.2% | +105.4% |
| All | +191.2% | +118.7% | +72.6% | +105.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling