+72.4%
UBER vs HCA
+264.6%
-192.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.9% |
| 7D | -5.4% | +5.4% | -10.8% | -8.1% |
| 30D | -4.9% | +3.0% | -7.9% | -6.7% |
| 3M | +3.0% | +13.0% | -10.0% | -4.3% |
| 6M | -4.4% | -20.3% | +15.9% | +6.0% |
| YTD | -12.3% | -8.2% | -4.1% | -10.7% |
| 1Y | -24.3% | +6.7% | -31.0% | -29.5% |
| 3Y | +46.4% | +60.4% | -13.9% | +1.8% |
| 5Y | +79.7% | +73.4% | +6.2% | +12.6% |
| All | +72.4% | +264.6% | -192.2% | -51.1% |
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