+181.2%
TSCO vs HCA
+511.6%
-330.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -1.9% |
| 7D | -5.7% | +5.4% | -11.1% | -7.0% |
| 30D | -8.8% | +3.0% | -11.7% | -9.6% |
| 3M | +6.3% | +13.0% | -6.7% | +2.3% |
| 6M | -32.3% | -20.3% | -12.0% | -28.5% |
| YTD | -32.7% | -8.2% | -24.5% | -31.7% |
| 1Y | -43.7% | +6.7% | -50.4% | -45.3% |
| 3Y | -19.7% | +60.4% | -80.0% | -31.3% |
| 5Y | -11.6% | +73.4% | -85.1% | -27.5% |
| All | +181.2% | +511.6% | -330.4% | +84.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling