+5.2%
XYZ vs HCA
+2.1%
+3.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.9% | -5.8% | -0.6% |
| 7D | -3.7% | +4.9% | -8.6% | -3.5% |
| 30D | +0.5% | +1.9% | -1.4% | +0.6% |
| 3M | +16.3% | +12.7% | +3.5% | +17.2% |
| 6M | +21.1% | -22.3% | +43.5% | +14.8% |
| YTD | +22.0% | -9.3% | +31.3% | +18.7% |
| 1Y | +5.2% | +2.7% | +2.4% | -1.4% |
| All | +5.2% | +2.1% | +3.0% | -1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling