+317.5%
TMUS vs HCA
+511.6%
-194.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.4% | +1.6% | +2.6% |
| 7D | +0.4% | +5.4% | -5.0% | -0.9% |
| 30D | +3.5% | +3.0% | +0.6% | +2.7% |
| 3M | -1.3% | +13.0% | -14.3% | -4.5% |
| 6M | -13.6% | -20.3% | +6.6% | -9.4% |
| YTD | -8.8% | -8.2% | -0.5% | -7.7% |
| 1Y | -22.9% | +6.7% | -29.6% | -25.0% |
| 3Y | +36.7% | +60.4% | -23.7% | +18.7% |
| 5Y | +46.6% | +73.4% | -26.8% | +21.8% |
| All | +317.5% | +511.6% | -194.1% | +158.8% |
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