+91.7%
USB vs HCA
+593.4%
-501.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.4% |
| 7D | 0.0% | +4.6% | -4.6% | -1.8% |
| 30D | +5.8% | +12.7% | -6.9% | +1.1% |
| 3M | -6.0% | +21.3% | -27.2% | -12.8% |
| 6M | +7.8% | +15.7% | -7.9% | +1.2% |
| YTD | +14.6% | +6.6% | +8.0% | +10.0% |
| 1Y | +31.8% | +5.7% | +26.0% | +26.5% |
| 3Y | +91.5% | +119.2% | -27.7% | +34.3% |
| 5Y | +22.0% | +107.9% | -85.9% | -15.6% |
| All | +91.7% | +593.4% | -501.6% | -6.3% |
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