+158.8%
B vs HCA
+73.0%
+85.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.9% | -3.8% | +0.3% |
| 7D | +1.0% | +4.9% | -3.9% | +0.3% |
| 30D | +9.5% | +1.9% | +7.6% | +9.1% |
| 3M | +14.3% | +12.7% | +1.6% | +11.9% |
| 6M | -1.9% | -22.3% | +20.5% | +2.3% |
| YTD | +4.1% | -9.3% | +13.4% | +5.2% |
| 1Y | +56.1% | +2.7% | +53.4% | +53.8% |
| 3Y | +202.0% | +57.8% | +144.2% | +170.9% |
| 5Y | +158.8% | +70.3% | +88.5% | +115.7% |
| All | +158.8% | +73.0% | +85.8% | +115.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling