+1,842.6%
UMC vs HCA
+511.6%
+1,331.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +1.0% | +2.1% |
| 7D | +9.0% | +5.4% | +3.6% | +7.8% |
| 30D | +17.2% | +3.0% | +14.3% | +16.5% |
| 3M | +11.4% | +13.0% | -1.6% | +7.5% |
| 6M | +137.5% | -20.3% | +157.8% | +148.0% |
| YTD | +193.1% | -8.2% | +201.3% | +195.3% |
| 1Y | +240.3% | +6.7% | +233.6% | +229.2% |
| 3Y | +262.2% | +60.4% | +201.8% | +210.5% |
| 5Y | +143.1% | +73.4% | +69.7% | +100.2% |
| All | +1,842.6% | +511.6% | +1,331.0% | +1,142.2% |
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 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