+74.6%
BA vs HCA
+487.9%
-413.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.9% | -7.0% | -4.4% |
| 7D | -1.2% | +4.9% | -6.1% | -3.5% |
| 30D | -11.3% | +1.9% | -13.2% | -12.4% |
| 3M | -3.8% | +12.7% | -16.5% | -9.9% |
| 6M | -8.3% | -22.3% | +14.1% | +2.4% |
| YTD | -4.9% | -9.3% | +4.4% | -2.5% |
| 1Y | -10.1% | +2.7% | -12.8% | -13.9% |
| 3Y | -2.3% | +57.8% | -60.1% | -28.6% |
| 5Y | -3.5% | +70.3% | -73.8% | -35.9% |
| 10Y | +74.6% | +499.7% | -425.1% | -35.1% |
| All | +74.6% | +487.9% | -413.3% | -35.1% |
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