+533.2%
XYZ vs HCA
+533.9%
-0.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.3% |
| 7D | -1.0% | -3.1% | +2.1% | +0.4% |
| 30D | -1.7% | -1.1% | -0.6% | -1.4% |
| 3M | +16.7% | +12.2% | +4.6% | +9.4% |
| 6M | +26.9% | -25.3% | +52.2% | +43.4% |
| YTD | +27.1% | -12.9% | +40.1% | +31.8% |
| 1Y | +9.3% | -0.9% | +10.2% | +5.4% |
| 3Y | +42.3% | +47.6% | -5.4% | +6.3% |
| 5Y | -69.3% | +67.0% | -136.3% | -78.9% |
| 10Y | +586.8% | +471.4% | +115.4% | +160.6% |
| All | +533.2% | +533.9% | -0.7% | +126.9% |
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