+624.4%
TMUS vs HCA
+2,058.6%
-1,434.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | +4.9% | +0.8% | +4.1% | +4.7% |
| 30D | +7.7% | +6.1% | +1.6% | +6.1% |
| 3M | -6.8% | +21.4% | -28.2% | -11.3% |
| 6M | -9.7% | +17.2% | -26.9% | -13.6% |
| YTD | -15.0% | +7.5% | -22.4% | -17.3% |
| 1Y | -19.1% | +6.2% | -25.3% | -21.2% |
| 3Y | +21.4% | +122.0% | -100.6% | -2.6% |
| 5Y | +51.2% | +112.2% | -61.0% | +19.8% |
| 10Y | +240.2% | +675.7% | -435.5% | +86.3% |
| All | +624.4% | +2,058.6% | -1,434.1% | +180.2% |
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 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