+134.8%
UPS vs HCA
+1,721.2%
-1,586.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.9% | -6.2% | -2.2% |
| 7D | -3.7% | +4.9% | -8.6% | -4.6% |
| 30D | -3.7% | +1.9% | -5.6% | -4.2% |
| 3M | -6.6% | +12.7% | -19.3% | -9.1% |
| 6M | +2.6% | -22.3% | +24.9% | +7.0% |
| YTD | +4.8% | -9.3% | +14.1% | +5.9% |
| 1Y | +25.3% | +2.7% | +22.5% | +23.4% |
| 3Y | -26.9% | +57.8% | -84.7% | -34.8% |
| 5Y | -33.5% | +70.3% | -103.8% | -42.6% |
| 10Y | +36.1% | +499.7% | -463.6% | -8.6% |
| All | +134.8% | +1,721.2% | -1,586.4% | +25.6% |
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