-73.3%
U vs HCA
+111.8%
-185.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.3% | +5.6% | +5.4% |
| 7D | +2.6% | +0.8% | +1.7% | +2.2% |
| 30D | +27.6% | +6.1% | +21.5% | +24.1% |
| 3M | +15.3% | +21.4% | -6.1% | +5.9% |
| 6M | +96.4% | +17.2% | +79.2% | +81.7% |
| YTD | +19.6% | +7.5% | +12.1% | +10.6% |
| 1Y | +42.1% | +6.2% | +35.9% | +32.3% |
| 3Y | +87.5% | +122.0% | -34.5% | -1.1% |
| All | -73.3% | +111.8% | -185.1% | -86.8% |
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 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