+5,312.1%
TSM vs HCA
+1,648.5%
+3,663.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.9% | +3.1% |
| 7D | +2.7% | -3.1% | +5.8% | +3.4% |
| 30D | +3.6% | -1.1% | +4.7% | +3.8% |
| 3M | -3.4% | +12.2% | -15.5% | -6.5% |
| 6M | +20.6% | -25.3% | +46.0% | +27.9% |
| YTD | +41.9% | -12.9% | +54.8% | +44.9% |
| 1Y | +84.4% | -0.9% | +85.3% | +82.0% |
| 3Y | +380.2% | +47.6% | +332.6% | +321.7% |
| 5Y | +275.3% | +67.0% | +208.4% | +213.8% |
| 10Y | +1,751.4% | +471.4% | +1,279.9% | +1,031.9% |
| All | +5,312.1% | +1,648.5% | +3,663.5% | +2,398.5% |
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