+36.2%
TMUS vs HCA
+50.3%
-14.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | -0.3% | -2.8% | +2.5% | +0.2% |
| 30D | +3.1% | -2.7% | +5.9% | +3.6% |
| 3M | +2.4% | +11.5% | -9.1% | +0.3% |
| 6M | -17.1% | -24.3% | +7.2% | -13.2% |
| YTD | -9.1% | -13.6% | +4.5% | -7.2% |
| 1Y | -23.6% | -3.2% | -20.4% | -23.9% |
| All | +36.2% | +50.3% | -14.1% | +31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling