+2,250.5%
V vs HCA
+1,648.5%
+601.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -0.7% |
| 7D | -1.7% | -3.1% | +1.4% | -0.9% |
| 30D | +2.0% | -1.1% | +3.1% | +2.2% |
| 3M | +17.4% | +12.2% | +5.2% | +13.3% |
| 6M | +17.5% | -25.3% | +42.8% | +26.3% |
| YTD | +7.6% | -12.9% | +20.5% | +10.5% |
| 1Y | +7.7% | -0.9% | +8.6% | +6.5% |
| 3Y | +54.7% | +47.6% | +7.0% | +34.4% |
| 5Y | +73.0% | +67.0% | +6.1% | +42.0% |
| 10Y | +390.9% | +471.4% | -80.6% | +182.4% |
| All | +2,250.5% | +1,648.5% | +601.9% | +936.5% |
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