+661.8%
TSCO vs HCA
+1,718.5%
-1,056.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -3.1% | +2.9% | -6.1% | -3.9% |
| 30D | -4.4% | +2.4% | -6.7% | -5.1% |
| 3M | +9.7% | +13.0% | -3.4% | +5.9% |
| 6M | -32.4% | -21.4% | -11.0% | -28.8% |
| YTD | -31.7% | -9.5% | -22.2% | -30.5% |
| 1Y | -41.3% | +7.5% | -48.8% | -42.9% |
| 3Y | -18.3% | +57.6% | -75.9% | -28.7% |
| 5Y | -10.3% | +71.1% | -81.4% | -24.5% |
| 10Y | +188.5% | +498.8% | -310.3% | +77.7% |
| All | +661.8% | +1,718.5% | -1,056.7% | +255.5% |
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