+159.7%
GILD vs HCA
+511.6%
-351.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.1% | -1.0% |
| 7D | -4.8% | +5.4% | -10.2% | -5.7% |
| 30D | +5.8% | +3.0% | +2.8% | +5.2% |
| 3M | +14.9% | +13.0% | +1.9% | +12.3% |
| 6M | -0.4% | -20.3% | +19.9% | +3.2% |
| YTD | +18.5% | -8.2% | +26.8% | +19.8% |
| 1Y | +25.1% | +6.7% | +18.4% | +23.0% |
| 3Y | +105.9% | +60.4% | +45.5% | +87.1% |
| 5Y | +143.0% | +73.4% | +69.5% | +114.6% |
| All | +159.7% | +511.6% | -351.9% | +88.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling