-19.7%
TSCO vs HCA
+59.6%
-79.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -1.8% |
| 7D | -5.7% | +5.4% | -11.1% | -6.8% |
| 30D | -8.8% | +3.0% | -11.7% | -9.4% |
| 3M | +6.3% | +13.0% | -6.7% | +2.9% |
| 6M | -32.3% | -20.3% | -12.0% | -28.4% |
| YTD | -32.7% | -8.2% | -24.5% | -31.4% |
| 1Y | -43.7% | +6.7% | -50.4% | -45.1% |
| 3Y | -19.7% | +60.4% | -80.0% | -38.1% |
| All | -19.7% | +59.6% | -79.3% | -38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling