+2,664.3%
TSLA vs HCA
+511.6%
+2,152.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.8% | 0.0% |
| 7D | +3.2% | +5.4% | -2.2% | +1.2% |
| 30D | +11.6% | +3.0% | +8.6% | +10.3% |
| 3M | -8.4% | +13.0% | -21.5% | -13.1% |
| 6M | -10.4% | -20.3% | +9.9% | -3.9% |
| YTD | -18.7% | -8.2% | -10.5% | -17.8% |
| 1Y | -0.9% | +6.7% | -7.6% | -6.0% |
| 3Y | +33.6% | +60.4% | -26.8% | +2.3% |
| 5Y | +48.9% | +73.4% | -24.5% | +5.8% |
| All | +2,664.3% | +511.6% | +2,152.7% | +975.2% |
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 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