+34.4%
UNP vs HCA
+8.6%
+25.8%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.8% | -0.7% |
| 7D | -1.8% | +5.4% | -7.2% | -2.6% |
| 30D | -2.7% | +3.0% | -5.7% | -3.2% |
| 3M | +6.5% | +13.0% | -6.5% | +4.1% |
| 6M | +14.4% | -20.3% | +34.6% | +17.7% |
| YTD | +24.8% | -8.2% | +33.0% | +26.1% |
| 1Y | +34.4% | +6.7% | +27.7% | +30.5% |
| All | +34.4% | +8.6% | +25.8% | +30.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling