+1,505.0%
BX vs HCA
+1,721.2%
-216.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.9% | -8.6% | -5.5% |
| 7D | -5.7% | +4.9% | -10.6% | -7.5% |
| 30D | -8.9% | +1.9% | -10.8% | -9.7% |
| 3M | +8.4% | +12.7% | -4.3% | +2.9% |
| 6M | +18.9% | -22.3% | +41.3% | +29.6% |
| YTD | -13.6% | -9.3% | -4.3% | -11.9% |
| 1Y | -22.4% | +2.7% | -25.2% | -25.1% |
| 3Y | +26.0% | +57.8% | -31.8% | +0.2% |
| 5Y | +18.8% | +70.3% | -51.6% | -10.5% |
| 10Y | +668.7% | +499.7% | +169.1% | +234.0% |
| All | +1,505.0% | +1,721.2% | -216.2% | +308.2% |
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 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