+330.4%
TSM vs HCA
+118.7%
+211.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.3% | -1.7% |
| 7D | +6.2% | +0.8% | +5.4% | +6.2% |
| 30D | -7.3% | +6.1% | -13.4% | -7.1% |
| 3M | -7.1% | +21.4% | -28.6% | -6.8% |
| 6M | +0.2% | +17.2% | -16.9% | +1.2% |
| YTD | +32.2% | +7.5% | +24.8% | +34.3% |
| 1Y | +42.8% | +6.2% | +36.6% | +45.0% |
| 3Y | +330.4% | +122.0% | +208.4% | +270.6% |
| All | +330.4% | +118.7% | +211.7% | +270.6% |
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