+228.2%
TER vs HCA
+73.0%
+155.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.9% | -1.8% | +1.7% |
| 7D | +12.4% | +4.9% | +7.4% | +10.8% |
| 30D | +5.1% | +1.9% | +3.2% | +4.4% |
| 3M | +4.0% | +12.7% | -8.8% | -1.7% |
| 6M | +29.5% | -22.3% | +51.9% | +41.2% |
| YTD | +98.5% | -9.3% | +107.8% | +102.4% |
| 1Y | +234.1% | +2.7% | +231.4% | +220.9% |
| 3Y | +289.0% | +57.8% | +231.2% | +193.4% |
| 5Y | +228.2% | +70.3% | +157.8% | +118.6% |
| All | +228.2% | +73.0% | +155.2% | +118.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling