-10.6%
BA vs HCA
+10.4%
-21.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.3% | +0.6% |
| 7D | -1.4% | -0.9% | -0.5% | -1.2% |
| 30D | -7.9% | +10.3% | -18.2% | -9.5% |
| 3M | -25.2% | +23.2% | -48.4% | -27.7% |
| 6M | -26.7% | +19.1% | -45.9% | -28.9% |
| YTD | -19.6% | +9.0% | -28.6% | -20.8% |
| 1Y | -10.6% | +10.2% | -20.8% | -12.0% |
| All | -10.6% | +10.4% | -21.0% | -12.0% |
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