+78.9%
UBER vs HCA
+71.9%
+6.9%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.7% |
| 7D | -5.4% | +5.4% | -10.8% | -7.1% |
| 30D | -4.9% | +3.0% | -7.9% | -6.0% |
| 3M | +3.0% | +13.0% | -10.0% | -1.5% |
| 6M | -4.4% | -20.3% | +15.9% | +2.3% |
| YTD | -12.3% | -8.2% | -4.1% | -11.1% |
| 1Y | -24.3% | +6.7% | -31.0% | -27.7% |
| 3Y | +46.4% | +60.4% | -13.9% | +13.8% |
| All | +78.9% | +71.9% | +6.9% | +22.9% |
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