-10.6%
BA vs HCA
+11.2%
-21.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +10.3% | -8.2% | +0.4% |
| 7D | +5.9% | +10.2% | -4.4% | +4.1% |
| 30D | -8.2% | +17.4% | -25.6% | -10.5% |
| 3M | -25.4% | +27.7% | -53.0% | -28.3% |
| 6M | -20.0% | +20.0% | -40.0% | -22.5% |
| YTD | -18.5% | +10.0% | -28.5% | -19.8% |
| 1Y | -10.6% | +9.0% | -19.6% | -12.1% |
| All | -10.6% | +11.2% | -21.8% | -12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling