+391.9%
BAC vs HCA
+503.4%
-111.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | 0.0% | -0.1% |
| 7D | -0.3% | +2.9% | -3.2% | -1.4% |
| 30D | -1.8% | +2.4% | -4.1% | -2.8% |
| 3M | +15.3% | +13.0% | +2.2% | +9.3% |
| 6M | +30.2% | -21.4% | +51.5% | +41.1% |
| YTD | +15.6% | -9.5% | +25.0% | +17.9% |
| 1Y | +27.5% | +7.5% | +19.9% | +21.0% |
| 3Y | +137.0% | +57.6% | +79.4% | +86.3% |
| 5Y | +75.6% | +71.1% | +4.5% | +28.0% |
| All | +391.9% | +503.4% | -111.5% | +122.9% |
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 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