+24.5%
BX vs HCA
+59.6%
-35.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.4% | +1.1% | +2.2% |
| 7D | -5.6% | +5.4% | -11.0% | -6.6% |
| 30D | -12.2% | +3.0% | -15.2% | -12.8% |
| 3M | +7.4% | +13.0% | -5.6% | +4.5% |
| 6M | +22.2% | -20.3% | +42.4% | +26.9% |
| YTD | -14.0% | -8.2% | -5.8% | -13.6% |
| 1Y | -27.3% | +6.7% | -34.0% | -30.0% |
| 3Y | +24.5% | +60.4% | -35.8% | -1.2% |
| All | +24.5% | +59.6% | -35.1% | -1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling