+47.6%
TSLA vs HCA
+71.9%
-24.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.8% | +0.3% |
| 7D | +3.2% | +5.4% | -2.2% | +2.2% |
| 30D | +11.6% | +3.0% | +8.6% | +10.9% |
| 3M | -8.4% | +13.0% | -21.5% | -10.8% |
| 6M | -10.4% | -20.3% | +9.9% | -6.3% |
| YTD | -18.7% | -8.2% | -10.5% | -17.9% |
| 1Y | -0.9% | +6.7% | -7.6% | -3.9% |
| 3Y | +33.6% | +60.4% | -26.8% | +9.9% |
| All | +47.6% | +71.9% | -24.4% | +6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling