+47.1%
GM vs HCA
+8.6%
+38.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -1.9% | -0.9% |
| 7D | -2.4% | +5.4% | -7.9% | -3.6% |
| 30D | -1.1% | +3.0% | -4.1% | -1.8% |
| 3M | +6.1% | +13.0% | -6.9% | +2.8% |
| 6M | +15.0% | -20.3% | +35.2% | +21.4% |
| YTD | +6.0% | -8.2% | +14.2% | +8.2% |
| 1Y | +47.1% | +6.7% | +40.4% | +42.8% |
| All | +47.1% | +8.6% | +38.5% | +42.8% |
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