-26.2%
UBER vs HCA
+11.2%
-37.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +10.3% | -5.4% | +3.5% |
| 7D | +7.0% | +10.2% | -3.2% | +5.6% |
| 30D | +0.6% | +17.4% | -16.9% | -1.5% |
| 3M | -2.9% | +27.7% | -30.6% | -5.9% |
| 6M | -5.5% | +20.0% | -25.5% | -8.2% |
| YTD | -14.5% | +10.0% | -24.5% | -17.8% |
| 1Y | -26.2% | +9.0% | -35.2% | -28.0% |
| All | -26.2% | +11.2% | -37.4% | -28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling