+71.7%
TER vs HCA
+111.8%
-40.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.3% |
| 7D | +14.4% | +0.8% | +13.5% | +14.2% |
| 30D | -30.6% | +6.1% | -36.7% | -31.8% |
| 3M | -39.2% | +21.4% | -60.6% | -42.7% |
| 6M | -31.3% | +17.2% | -48.4% | -35.1% |
| YTD | +29.1% | +7.5% | +21.6% | +25.3% |
| 1Y | +47.4% | +6.2% | +41.3% | +43.5% |
| 3Y | +191.2% | +122.0% | +69.2% | +91.8% |
| All | +71.7% | +111.8% | -40.1% | +5.2% |
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 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