+195.3%
GLD vs HCA
+1,648.5%
-1,453.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.8% |
| 7D | -0.5% | -3.1% | +2.5% | -0.5% |
| 30D | +4.4% | -1.1% | +5.5% | +4.4% |
| 3M | -1.1% | +12.2% | -13.2% | -1.2% |
| 6M | -13.8% | -25.3% | +11.6% | -13.6% |
| YTD | +2.6% | -12.9% | +15.6% | +2.7% |
| 1Y | +24.5% | -0.9% | +25.4% | +24.5% |
| 3Y | +125.8% | +47.6% | +78.2% | +125.3% |
| 5Y | +137.8% | +67.0% | +70.8% | +136.8% |
| 10Y | +221.4% | +471.4% | -250.1% | +224.5% |
| All | +195.3% | +1,648.5% | -1,453.3% | +206.4% |
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