+1,083.8%
TXN vs HCA
+1,743.3%
-659.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.4% | +2.5% | +3.5% |
| 7D | +4.0% | +5.4% | -1.4% | +2.6% |
| 30D | -2.9% | +3.0% | -5.8% | -3.7% |
| 3M | -9.1% | +13.0% | -22.1% | -12.7% |
| 6M | +36.6% | -20.3% | +56.9% | +43.7% |
| YTD | +57.5% | -8.2% | +65.7% | +59.1% |
| 1Y | +49.5% | +6.7% | +42.8% | +44.5% |
| 3Y | +76.5% | +60.4% | +16.2% | +50.3% |
| 5Y | +62.4% | +73.4% | -11.1% | +32.8% |
| 10Y | +429.7% | +506.9% | -77.2% | +206.0% |
| All | +1,083.8% | +1,743.3% | -659.4% | +405.2% |
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