-68.1%
XYZ vs HCA
+69.0%
-137.1%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -5.2% | +2.9% | -8.1% | -6.4% |
| 30D | 0.0% | +2.4% | -2.4% | -1.3% |
| 3M | +18.7% | +13.0% | +5.6% | +11.5% |
| 6M | +20.5% | -21.4% | +41.9% | +33.0% |
| YTD | +21.5% | -9.5% | +30.9% | +23.4% |
| 1Y | +7.2% | +7.5% | -0.3% | -1.6% |
| 3Y | +49.0% | +57.6% | -8.6% | -0.6% |
| 5Y | -68.1% | +71.1% | -139.2% | -82.0% |
| All | -68.1% | +69.0% | -137.1% | -82.0% |
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