+84.6%
TGT vs HCA
-0.5%
+85.1%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | +0.8% | -3.1% | +3.8% | +1.4% |
| 30D | +12.2% | -1.1% | +13.3% | +12.4% |
| 3M | +33.8% | +12.2% | +21.6% | +30.0% |
| 6M | +39.3% | -25.3% | +64.6% | +46.7% |
| YTD | +72.9% | -12.9% | +85.8% | +75.3% |
| 1Y | +84.6% | -0.9% | +85.5% | +78.5% |
| All | +84.6% | -0.5% | +85.1% | +78.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling