-0.3%
BA vs HCA
+66.8%
-67.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | +2.5% | -2.8% | +5.3% | +3.2% |
| 30D | -10.1% | -2.7% | -7.4% | -9.5% |
| 3M | -2.4% | +11.5% | -13.9% | -5.5% |
| 6M | -8.8% | -24.3% | +15.5% | -2.3% |
| YTD | -2.9% | -13.6% | +10.6% | 0.0% |
| 1Y | -8.8% | -3.2% | -5.6% | -9.3% |
| 3Y | -0.3% | +50.4% | -50.7% | -15.9% |
| 5Y | -0.3% | +64.8% | -65.1% | -23.9% |
| All | -0.3% | +66.8% | -67.1% | -23.9% |
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