+41.9%
TMUS vs HCA
+73.0%
-31.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.9% | -7.3% | -3.4% |
| 7D | -5.3% | +4.9% | -10.2% | -6.3% |
| 30D | +0.1% | +1.9% | -1.8% | -0.4% |
| 3M | -0.6% | +12.7% | -13.4% | -3.3% |
| 6M | -17.5% | -22.3% | +4.8% | -13.5% |
| YTD | -11.3% | -9.3% | -1.9% | -10.1% |
| 1Y | -25.4% | +2.7% | -28.1% | -26.6% |
| 3Y | +35.5% | +57.8% | -22.3% | +20.3% |
| 5Y | +41.9% | +70.3% | -28.4% | +16.2% |
| All | +41.9% | +73.0% | -31.1% | +16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling