+554.8%
XYZ vs HCA
+691.0%
-136.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.3% | -3.3% |
| 7D | +12.6% | +9.0% | +3.6% | +8.5% |
| 30D | +10.8% | +11.8% | -1.0% | +5.4% |
| 3M | +8.4% | +22.1% | -13.7% | -1.4% |
| 6M | +14.3% | +16.4% | -2.0% | +5.5% |
| YTD | +31.5% | +8.6% | +22.9% | +23.1% |
| 1Y | +28.1% | +10.6% | +17.5% | +18.5% |
| 3Y | +66.2% | +121.7% | -55.5% | +1.4% |
| 5Y | -62.3% | +114.5% | -176.8% | -76.9% |
| 10Y | +634.6% | +657.1% | -22.5% | +147.3% |
| All | +554.8% | +691.0% | -136.2% | +111.9% |
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