+1,499.5%
TER vs HCA
+2,058.6%
-559.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.3% |
| 7D | +14.4% | +0.8% | +13.5% | +14.1% |
| 30D | -30.6% | +6.1% | -36.7% | -32.3% |
| 3M | -39.2% | +21.4% | -60.6% | -43.5% |
| 6M | -31.3% | +17.2% | -48.4% | -36.5% |
| YTD | +29.1% | +7.5% | +21.6% | +22.4% |
| 1Y | +47.4% | +6.2% | +41.3% | +40.2% |
| 3Y | +191.2% | +122.0% | +69.2% | +105.3% |
| 5Y | +74.0% | +112.2% | -38.2% | +22.8% |
| 10Y | +1,005.1% | +675.7% | +329.4% | +385.6% |
| All | +1,499.5% | +2,058.6% | -559.1% | +379.1% |
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