-35.7%
U vs HCA
+229.2%
-264.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.4% | +3.1% | +4.1% |
| 7D | +5.5% | +5.4% | +0.1% | +3.8% |
| 30D | -1.3% | +3.0% | -4.3% | -2.3% |
| 3M | +64.6% | +13.0% | +51.6% | +57.4% |
| 6M | +119.4% | -20.3% | +139.6% | +134.4% |
| YTD | -0.5% | -8.2% | +7.8% | -1.0% |
| 1Y | +1.3% | +6.7% | -5.4% | -6.1% |
| 3Y | +15.6% | +60.4% | -44.8% | -14.2% |
| 5Y | -67.5% | +73.4% | -140.9% | -78.2% |
| All | -35.7% | +229.2% | -264.9% | -47.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling