+309.8%
BE vs HCA
+8.6%
+301.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.4% | +5.3% | +6.9% |
| 7D | +9.0% | +5.4% | +3.6% | +10.2% |
| 30D | +16.3% | +3.0% | +13.3% | +17.1% |
| 3M | +10.8% | +13.0% | -2.2% | +12.2% |
| 6M | +73.2% | -20.3% | +93.5% | +89.5% |
| YTD | +217.4% | -8.2% | +225.6% | +243.5% |
| 1Y | +309.8% | +6.7% | +303.1% | +493.1% |
| All | +309.8% | +8.6% | +301.2% | +493.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling