+34.0%
USB vs HCA
-0.5%
+34.6%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.8% | -0.1% |
| 7D | +1.4% | -3.1% | +4.5% | +1.8% |
| 30D | -1.3% | -1.1% | -0.2% | -1.2% |
| 3M | +15.2% | +12.2% | +3.1% | +13.7% |
| 6M | +18.8% | -25.3% | +44.2% | +19.6% |
| YTD | +21.0% | -12.9% | +34.0% | +21.6% |
| 1Y | +34.0% | -0.9% | +35.0% | +32.9% |
| All | +34.0% | -0.5% | +34.6% | +32.9% |
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 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