+199.9%
B vs HCA
+503.4%
-303.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | -5.0% | +2.9% | -8.0% | -5.3% |
| 30D | +8.7% | +2.4% | +6.3% | +8.4% |
| 3M | +17.3% | +13.0% | +4.3% | +15.8% |
| 6M | -5.0% | -21.4% | +16.3% | -2.9% |
| YTD | +1.4% | -9.5% | +10.9% | +2.1% |
| 1Y | +50.5% | +7.5% | +43.0% | +48.7% |
| 3Y | +194.4% | +57.6% | +136.8% | +178.9% |
| 5Y | +156.7% | +71.1% | +85.6% | +139.0% |
| All | +199.9% | +503.4% | -303.5% | +158.1% |
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