+26.8%
BA vs HCA
+667.8%
-641.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.3% | +0.5% |
| 7D | -1.4% | -0.9% | -0.5% | -1.0% |
| 30D | -7.9% | +10.3% | -18.2% | -12.4% |
| 3M | -25.2% | +23.2% | -48.4% | -32.9% |
| 6M | -26.7% | +19.1% | -45.9% | -33.6% |
| YTD | -19.6% | +9.0% | -28.6% | -24.8% |
| 1Y | -10.6% | +10.2% | -20.8% | -17.1% |
| 3Y | -11.2% | +122.4% | -133.6% | -46.3% |
| 5Y | -20.4% | +116.3% | -136.7% | -54.0% |
| 10Y | +26.8% | +686.6% | -659.8% | -57.8% |
| All | +26.8% | +667.8% | -641.1% | -57.8% |
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