+311.3%
ARM vs HCA
+55.5%
+255.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.5% | +3.7% |
| 7D | +11.4% | -2.8% | +14.2% | +11.3% |
| 30D | -7.4% | -2.7% | -4.7% | -7.5% |
| 3M | -24.5% | +11.5% | -36.0% | -24.8% |
| 6M | +128.7% | -24.3% | +152.9% | +140.2% |
| YTD | +139.3% | -13.6% | +152.8% | +143.4% |
| 1Y | +88.0% | -3.2% | +91.2% | +84.4% |
| All | +311.3% | +55.5% | +255.7% | +210.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling