+1,218.2%
BE vs HCA
+69.0%
+1,149.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -4.0% |
| 7D | +9.7% | +2.9% | +6.8% | +8.9% |
| 30D | +22.4% | +2.4% | +20.0% | +21.5% |
| 3M | +10.4% | +13.0% | -2.7% | +5.2% |
| 6M | +67.9% | -21.4% | +89.2% | +80.0% |
| YTD | +197.5% | -9.5% | +207.0% | +203.9% |
| 1Y | +310.6% | +7.5% | +303.0% | +295.1% |
| 3Y | +1,657.2% | +57.6% | +1,599.6% | +1,270.0% |
| 5Y | +1,218.2% | +71.1% | +1,147.0% | +793.2% |
| All | +1,218.2% | +69.0% | +1,149.1% | +793.2% |
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