+1,008.9%
BE vs HCA
+285.4%
+723.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.7% | +10.4% | +10.1% |
| 7D | +29.8% | -2.8% | +32.6% | +31.8% |
| 30D | +26.4% | -2.7% | +29.1% | +28.1% |
| 3M | +9.3% | +11.5% | -2.2% | -1.4% |
| 6M | +105.1% | -24.3% | +129.3% | +136.0% |
| YTD | +219.0% | -13.6% | +232.6% | +234.4% |
| 1Y | +418.8% | -3.2% | +421.9% | +397.3% |
| 3Y | +1,784.6% | +50.4% | +1,734.2% | +1,120.2% |
| 5Y | +1,251.0% | +64.8% | +1,186.2% | +660.7% |
| All | +1,008.9% | +285.4% | +723.5% | +208.6% |
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