+91.5%
USB vs HCA
+118.8%
-27.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.1% |
| 7D | 0.0% | +4.6% | -4.6% | -0.9% |
| 30D | +5.8% | +12.7% | -6.9% | +3.4% |
| 3M | -6.0% | +21.3% | -27.2% | -9.5% |
| 6M | +7.8% | +15.7% | -7.9% | +4.4% |
| YTD | +14.6% | +6.6% | +8.0% | +12.1% |
| 1Y | +31.8% | +5.7% | +26.0% | +28.9% |
| 3Y | +91.5% | +119.2% | -27.7% | +26.8% |
| All | +91.5% | +118.8% | -27.3% | +26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling