+367.0%
BAC vs HCA
+2,058.6%
-1,691.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | +3.2% | +0.8% | +2.4% | +2.9% |
| 30D | -0.7% | +6.1% | -6.8% | -3.0% |
| 3M | -20.0% | +21.4% | -41.4% | -25.9% |
| 6M | +3.4% | +17.2% | -13.8% | -3.6% |
| YTD | -5.7% | +7.5% | -13.2% | -10.1% |
| 1Y | -1.4% | +6.2% | -7.6% | -5.7% |
| 3Y | +97.9% | +122.0% | -24.1% | +37.9% |
| 5Y | +22.9% | +112.2% | -89.3% | -15.9% |
| 10Y | +235.3% | +675.7% | -440.4% | +33.4% |
| All | +367.0% | +2,058.6% | -1,691.6% | +1.9% |
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