+473.7%
BAC vs HCA
+1,648.5%
-1,174.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +1.0% | +0.3% |
| 7D | +1.1% | -3.1% | +4.2% | +2.2% |
| 30D | -0.4% | -1.1% | +0.7% | -0.1% |
| 3M | +16.9% | +12.2% | +4.7% | +11.2% |
| 6M | +26.6% | -25.3% | +52.0% | +39.7% |
| YTD | +15.8% | -12.9% | +28.7% | +19.9% |
| 1Y | +27.2% | -0.9% | +28.1% | +24.7% |
| 3Y | +132.4% | +47.6% | +84.8% | +89.7% |
| 5Y | +72.6% | +67.0% | +5.6% | +29.3% |
| 10Y | +389.7% | +471.4% | -81.7% | +116.6% |
| All | +473.7% | +1,648.5% | -1,174.8% | +35.9% |
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 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