+206.1%
GLD vs HCA
+675.7%
-469.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -4.6% | +0.8% | -5.4% | -4.6% |
| 30D | -5.5% | +6.1% | -11.5% | -5.6% |
| 3M | -10.9% | +21.4% | -32.3% | -11.3% |
| 6M | -17.4% | +17.2% | -34.6% | -17.7% |
| YTD | -10.3% | +7.5% | -17.8% | -10.5% |
| 1Y | -7.2% | +6.2% | -13.3% | -7.4% |
| 3Y | +96.9% | +122.0% | -25.1% | +93.6% |
| 5Y | +103.8% | +112.2% | -8.4% | +99.8% |
| All | +206.1% | +675.7% | -469.6% | +196.9% |
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