+4,944.7%
TSM vs HCA
+2,058.6%
+2,886.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.3% | -1.6% |
| 7D | +6.2% | +0.8% | +5.4% | +6.0% |
| 30D | -7.3% | +6.1% | -13.4% | -8.7% |
| 3M | -7.1% | +21.4% | -28.6% | -11.4% |
| 6M | +0.2% | +17.2% | -16.9% | -4.2% |
| YTD | +32.2% | +7.5% | +24.8% | +28.5% |
| 1Y | +42.8% | +6.2% | +36.6% | +39.0% |
| 3Y | +330.4% | +122.0% | +208.4% | +242.6% |
| 5Y | +263.9% | +112.2% | +151.8% | +187.7% |
| 10Y | +1,580.2% | +675.7% | +904.5% | +861.2% |
| All | +4,944.7% | +2,058.6% | +2,886.2% | +2,115.8% |
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 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