+285.0%
TSM vs HCA
+73.0%
+212.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.9% | -5.8% | -1.7% |
| 7D | +4.8% | +4.9% | -0.1% | +3.9% |
| 30D | +4.0% | +1.9% | +2.2% | +3.6% |
| 3M | +2.0% | +12.7% | -10.8% | -0.8% |
| 6M | +25.5% | -22.3% | +47.8% | +32.0% |
| YTD | +44.0% | -9.3% | +53.3% | +46.2% |
| 1Y | +75.4% | +2.7% | +72.7% | +72.2% |
| 3Y | +406.7% | +57.8% | +348.9% | +327.8% |
| 5Y | +285.0% | +70.3% | +214.6% | +199.9% |
| All | +285.0% | +73.0% | +212.0% | +199.9% |
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