+38.9%
TLT vs HCA
+1,648.5%
-1,609.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.1% |
| 7D | -0.4% | -3.1% | +2.6% | -0.6% |
| 30D | -0.6% | -1.1% | +0.6% | -0.6% |
| 3M | -2.7% | +12.2% | -14.9% | -2.2% |
| 6M | -5.6% | -25.3% | +19.7% | -6.7% |
| YTD | -2.8% | -12.9% | +10.2% | -3.2% |
| 1Y | -1.4% | -0.9% | -0.5% | -1.3% |
| 3Y | -1.6% | +47.6% | -49.2% | +0.9% |
| 5Y | -33.8% | +67.0% | -100.8% | -31.4% |
| 10Y | -21.1% | +471.4% | -492.6% | -8.0% |
| All | +38.9% | +1,648.5% | -1,609.6% | +94.3% |
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