+216.9%
B vs HCA
+678.2%
-461.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -2.1% | -3.0% |
| 7D | -6.2% | -1.3% | -4.9% | -6.1% |
| 30D | -6.6% | +8.7% | -15.3% | -7.5% |
| 3M | -7.9% | +21.0% | -28.9% | -9.7% |
| 6M | -16.8% | +17.0% | -33.8% | -18.3% |
| YTD | -11.7% | +7.8% | -19.5% | -12.7% |
| 1Y | +3.5% | +6.4% | -2.9% | +2.4% |
| 3Y | +165.7% | +120.0% | +45.7% | +143.2% |
| 5Y | +108.4% | +112.9% | -4.5% | +89.7% |
| All | +216.9% | +678.2% | -461.3% | +165.0% |
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 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