+1,034.9%
UNH vs HCA
+1,718.5%
-683.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -3.2% | +2.9% | -6.1% | -4.0% |
| 30D | -3.5% | +2.4% | -5.8% | -4.2% |
| 3M | -4.2% | +13.0% | -17.2% | -7.8% |
| 6M | +38.3% | -21.4% | +59.7% | +46.6% |
| YTD | +19.2% | -9.5% | +28.7% | +20.6% |
| 1Y | +15.0% | +7.5% | +7.4% | +10.4% |
| 3Y | -14.5% | +57.6% | -72.1% | -28.8% |
| 5Y | +4.6% | +71.1% | -66.5% | -17.6% |
| 10Y | +241.1% | +498.8% | -257.6% | +76.1% |
| All | +1,034.9% | +1,718.5% | -683.7% | +334.5% |
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