-1.5%
BAC vs HCA
+11.2%
-12.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +10.3% | -6.4% | +2.9% |
| 7D | +1.5% | +10.2% | -8.7% | +0.5% |
| 30D | -4.4% | +17.4% | -21.8% | -5.8% |
| 3M | -17.5% | +27.7% | -45.2% | -19.3% |
| 6M | -0.1% | +20.0% | -20.1% | -2.1% |
| YTD | -4.6% | +10.0% | -14.6% | -7.0% |
| 1Y | -1.5% | +9.0% | -10.5% | -4.1% |
| All | -1.5% | +11.2% | -12.7% | -4.1% |
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 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