+2,188.3%
TER vs HCA
+1,648.5%
+539.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.5% | +5.8% |
| 7D | +0.6% | -3.1% | +3.7% | +1.6% |
| 30D | -8.3% | -1.1% | -7.1% | -8.2% |
| 3M | -12.2% | +12.2% | -24.4% | -17.4% |
| 6M | +17.1% | -25.3% | +42.4% | +27.1% |
| YTD | +84.7% | -12.9% | +97.6% | +89.1% |
| 1Y | +199.9% | -0.9% | +200.9% | +191.4% |
| 3Y | +232.8% | +47.6% | +185.1% | +172.4% |
| 5Y | +198.6% | +67.0% | +131.6% | +129.9% |
| 10Y | +1,669.7% | +471.4% | +1,198.3% | +759.4% |
| All | +2,188.3% | +1,648.5% | +539.8% | +640.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling