+215.0%
GLD vs HCA
+511.6%
-296.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.6% |
| 7D | -2.0% | +5.4% | -7.4% | -2.1% |
| 30D | -1.5% | +3.0% | -4.5% | -1.6% |
| 3M | +3.2% | +13.0% | -9.8% | +3.0% |
| 6M | -16.3% | -20.3% | +4.0% | -15.9% |
| YTD | +0.6% | -8.2% | +8.9% | +0.7% |
| 1Y | +19.1% | +6.7% | +12.4% | +18.9% |
| 3Y | +123.5% | +60.4% | +63.1% | +121.2% |
| 5Y | +138.5% | +73.4% | +65.1% | +134.9% |
| All | +215.0% | +511.6% | -296.6% | +209.1% |
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