-20.7%
TLT vs HCA
+511.6%
-532.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.2% | +0.1% |
| 7D | -1.6% | +5.4% | -7.0% | -1.6% |
| 30D | -1.1% | +3.0% | -4.1% | -1.1% |
| 3M | -4.9% | +13.0% | -17.9% | -4.7% |
| 6M | -5.0% | -20.3% | +15.2% | -5.3% |
| YTD | -4.4% | -8.2% | +3.9% | -4.4% |
| 1Y | -6.4% | +6.7% | -13.1% | -6.2% |
| 3Y | -2.0% | +60.4% | -62.4% | -0.8% |
| 5Y | -35.0% | +73.4% | -108.4% | -34.1% |
| All | -20.7% | +511.6% | -532.3% | -17.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling