+270.6%
BA vs HCA
+1,648.5%
-1,377.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.9% | +1.2% |
| 7D | +1.2% | -3.1% | +4.2% | +2.3% |
| 30D | -11.6% | -1.1% | -10.5% | -11.4% |
| 3M | -2.4% | +12.2% | -14.5% | -7.2% |
| 6M | -6.6% | -25.3% | +18.7% | +3.5% |
| YTD | -2.2% | -12.9% | +10.7% | +1.6% |
| 1Y | -8.0% | -0.9% | -7.1% | -9.6% |
| 3Y | -5.0% | +47.6% | -52.6% | -22.9% |
| 5Y | -2.7% | +67.0% | -69.7% | -27.4% |
| 10Y | +75.9% | +471.4% | -395.6% | -15.1% |
| All | +270.6% | +1,648.5% | -1,377.9% | +30.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling