+1,076.5%
TMO vs HCA
+1,743.3%
-666.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.8% |
| 7D | -0.6% | +5.4% | -6.1% | -2.0% |
| 30D | +1.1% | +3.0% | -1.8% | +0.3% |
| 3M | +28.3% | +13.0% | +15.3% | +24.0% |
| 6M | +23.3% | -20.3% | +43.5% | +29.6% |
| YTD | +5.5% | -8.2% | +13.7% | +6.6% |
| 1Y | +24.5% | +6.7% | +17.8% | +20.8% |
| 3Y | +19.6% | +60.4% | -40.8% | +2.9% |
| 5Y | +8.1% | +73.4% | -65.3% | -10.4% |
| 10Y | +336.7% | +506.9% | -170.2% | +147.9% |
| All | +1,076.5% | +1,743.3% | -666.7% | +364.5% |
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 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