-8.1%
GLD vs HCA
+9.1%
-17.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.8% | -2.7% |
| 7D | -5.5% | -1.3% | -4.1% | -5.4% |
| 30D | -7.0% | +8.7% | -15.7% | -7.4% |
| 3M | -12.4% | +21.0% | -33.3% | -13.1% |
| 6M | -18.0% | +17.0% | -35.0% | -18.1% |
| YTD | -10.5% | +7.8% | -18.3% | -10.7% |
| 1Y | -8.1% | +6.4% | -14.5% | -8.2% |
| All | -8.1% | +9.1% | -17.2% | -8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling