+39.4%
GM vs HCA
+11.2%
+28.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +10.3% | -5.7% | +2.2% |
| 7D | +12.1% | +10.2% | +1.8% | +9.5% |
| 30D | +15.2% | +17.4% | -2.2% | +10.7% |
| 3M | +4.9% | +27.7% | -22.8% | -1.3% |
| 6M | +22.6% | +20.0% | +2.6% | +17.5% |
| YTD | +14.4% | +10.0% | +4.4% | +11.6% |
| 1Y | +39.4% | +9.0% | +30.4% | +34.7% |
| All | +39.4% | +11.2% | +28.2% | +34.7% |
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