-37.5%
U vs HCA
+210.0%
-247.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.4% | +2.8% |
| 7D | +4.5% | -2.8% | +7.3% | +5.4% |
| 30D | -0.6% | -2.7% | +2.2% | +0.2% |
| 3M | +48.4% | +11.5% | +37.0% | +42.5% |
| 6M | +115.4% | -24.3% | +139.6% | +134.0% |
| YTD | -3.2% | -13.6% | +10.4% | -1.8% |
| 1Y | -6.0% | -3.2% | -2.9% | -9.7% |
| 3Y | +13.5% | +50.4% | -37.0% | -14.0% |
| 5Y | -68.0% | +64.8% | -132.8% | -78.2% |
| All | -37.5% | +210.0% | -247.5% | -48.2% |
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