+108.7%
USB vs HCA
+473.4%
-364.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.8% | +0.1% |
| 7D | +1.4% | -3.1% | +4.5% | +2.5% |
| 30D | -1.3% | -1.1% | -0.2% | -1.0% |
| 3M | +15.2% | +12.2% | +3.1% | +9.9% |
| 6M | +18.8% | -25.3% | +44.2% | +31.0% |
| YTD | +21.0% | -12.9% | +34.0% | +25.5% |
| 1Y | +34.0% | -0.9% | +35.0% | +31.6% |
| 3Y | +95.3% | +47.6% | +47.7% | +59.9% |
| 5Y | +40.4% | +67.0% | -26.6% | +5.7% |
| All | +108.7% | +473.4% | -364.7% | +7.2% |
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