+24.4%
USB vs HCA
+115.1%
-90.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | -0.5% | -0.9% | +0.4% | -0.3% |
| 30D | +5.7% | +10.3% | -4.6% | +2.9% |
| 3M | -4.7% | +23.2% | -27.9% | -10.1% |
| 6M | +13.4% | +19.1% | -5.7% | +7.6% |
| YTD | +17.0% | +9.0% | +8.0% | +13.0% |
| 1Y | +32.4% | +10.2% | +22.2% | +27.1% |
| 3Y | +101.7% | +122.4% | -20.7% | +50.1% |
| 5Y | +24.4% | +116.3% | -91.9% | -12.1% |
| All | +24.4% | +115.1% | -90.7% | -12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling