+39.5%
AGG vs HCA
+1,718.5%
-1,679.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.6% |
| 7D | -0.9% | +2.9% | -3.9% | -1.0% |
| 30D | -1.0% | +2.4% | -3.3% | -1.0% |
| 3M | -1.3% | +13.0% | -14.3% | -1.5% |
| 6M | -2.1% | -21.4% | +19.3% | -1.8% |
| YTD | -1.2% | -9.5% | +8.2% | -1.1% |
| 1Y | -0.5% | +7.5% | -8.0% | -0.6% |
| 3Y | +12.4% | +57.6% | -45.2% | +11.6% |
| 5Y | -2.4% | +71.1% | -73.5% | -3.4% |
| 10Y | +14.3% | +498.8% | -484.5% | +12.4% |
| All | +39.5% | +1,718.5% | -1,679.0% | +39.5% |
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