+36.4%
UPS vs HCA
+511.6%
-475.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | 0.0% |
| 7D | -2.0% | +5.4% | -7.4% | -3.1% |
| 30D | -2.0% | +3.0% | -4.9% | -2.7% |
| 3M | -6.2% | +13.0% | -19.3% | -9.1% |
| 6M | +2.8% | -20.3% | +23.0% | +7.3% |
| YTD | +5.9% | -8.2% | +14.1% | +7.0% |
| 1Y | +26.2% | +6.7% | +19.5% | +23.1% |
| 3Y | -26.0% | +60.4% | -86.4% | -35.5% |
| 5Y | -34.3% | +73.4% | -107.7% | -44.9% |
| All | +36.4% | +511.6% | -475.2% | -9.9% |
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 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