+1,003.0%
BE vs HCA
+309.3%
+693.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.4% | +5.3% | +5.9% |
| 7D | +9.0% | +5.4% | +3.6% | +5.5% |
| 30D | +16.3% | +3.0% | +13.3% | +13.7% |
| 3M | +10.8% | +13.0% | -2.2% | -0.9% |
| 6M | +73.2% | -20.3% | +93.5% | +93.0% |
| YTD | +217.4% | -8.2% | +225.6% | +220.6% |
| 1Y | +309.8% | +6.7% | +303.1% | +271.0% |
| 3Y | +1,726.2% | +60.4% | +1,665.8% | +1,036.1% |
| 5Y | +1,306.2% | +73.4% | +1,232.7% | +669.3% |
| All | +1,003.0% | +309.3% | +693.7% | +195.9% |
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