+22.5%
TOST vs HCA
+16.1%
+6.4%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -0.8% |
| 7D | +9.4% | +4.6% | +4.8% | +8.2% |
| 30D | +13.5% | +12.7% | +0.8% | +10.6% |
| 3M | -0.1% | +21.3% | -21.4% | -3.9% |
| 6M | +22.5% | +15.7% | +6.8% | -2.2% |
| All | +22.5% | +16.1% | +6.4% | -2.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling