+21.7%
BAC vs HCA
+113.4%
-91.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.7% | -0.1% |
| 7D | +1.5% | -1.3% | +2.9% | +1.8% |
| 30D | -6.4% | +8.7% | -15.1% | -8.3% |
| 3M | -21.7% | +21.0% | -42.6% | -25.4% |
| 6M | +0.5% | +17.0% | -16.5% | -3.8% |
| YTD | -6.7% | +7.8% | -14.5% | -9.4% |
| 1Y | -4.7% | +6.4% | -11.1% | -7.2% |
| 3Y | +96.1% | +120.0% | -23.9% | +49.3% |
| 5Y | +21.7% | +112.9% | -91.2% | -11.5% |
| All | +21.7% | +113.4% | -91.7% | -11.5% |
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 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