+673.7%
TMUS vs HCA
+1,648.5%
-974.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.4% | -3.2% |
| 7D | +0.1% | -3.1% | +3.2% | +0.8% |
| 30D | +5.3% | -1.1% | +6.4% | +5.5% |
| 3M | +3.1% | +12.2% | -9.0% | 0.0% |
| 6M | -16.5% | -25.3% | +8.9% | -10.9% |
| YTD | -9.2% | -12.9% | +3.8% | -6.9% |
| 1Y | -26.5% | -0.9% | -25.5% | -27.1% |
| 3Y | +39.0% | +47.6% | -8.6% | +23.3% |
| 5Y | +40.4% | +67.0% | -26.6% | +18.0% |
| 10Y | +303.7% | +471.4% | -167.7% | +137.1% |
| All | +673.7% | +1,648.5% | -974.8% | +215.6% |
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