+1,614.7%
UMC vs HCA
+1,718.5%
-103.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | +11.4% | +2.9% | +8.4% | +10.8% |
| 30D | +16.8% | +2.4% | +14.4% | +16.2% |
| 3M | +19.1% | +13.0% | +6.0% | +15.3% |
| 6M | +137.4% | -21.4% | +158.8% | +147.1% |
| YTD | +186.4% | -9.5% | +195.8% | +188.9% |
| 1Y | +229.1% | +7.5% | +221.5% | +219.0% |
| 3Y | +257.9% | +57.6% | +200.3% | +215.1% |
| 5Y | +137.5% | +71.1% | +66.4% | +102.4% |
| 10Y | +1,808.2% | +498.8% | +1,309.4% | +1,154.5% |
| All | +1,614.7% | +1,718.5% | -103.9% | +742.5% |
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