+32.7%
TGT vs HCA
-22.2%
+54.9%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.9% | -8.1% | -4.2% |
| 7D | -3.6% | +4.9% | -8.5% | -4.5% |
| 30D | +4.4% | +1.9% | +2.5% | +4.0% |
| 3M | +25.4% | +12.7% | +12.6% | +21.2% |
| All | +32.7% | -22.2% | +54.9% | +39.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling