+282.3%
USB vs HCA
+1,648.5%
-1,366.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.8% | +0.1% |
| 7D | +1.4% | -3.1% | +4.5% | +2.4% |
| 30D | -1.3% | -1.1% | -0.2% | -1.1% |
| 3M | +15.2% | +12.2% | +3.1% | +10.7% |
| 6M | +18.8% | -25.3% | +44.2% | +29.2% |
| YTD | +21.0% | -12.9% | +34.0% | +24.9% |
| 1Y | +34.0% | -0.9% | +35.0% | +32.2% |
| 3Y | +95.3% | +47.6% | +47.7% | +66.0% |
| 5Y | +40.4% | +67.0% | -26.6% | +11.7% |
| 10Y | +107.3% | +471.4% | -364.1% | +13.8% |
| All | +282.3% | +1,648.5% | -1,366.2% | +44.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling