+75.8%
GM vs HCA
+71.9%
+3.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -1.9% | -1.1% |
| 7D | -2.4% | +5.4% | -7.9% | -4.3% |
| 30D | -1.1% | +3.0% | -4.1% | -2.3% |
| 3M | +6.1% | +13.0% | -6.9% | +1.0% |
| 6M | +15.0% | -20.3% | +35.2% | +24.0% |
| YTD | +6.0% | -8.2% | +14.2% | +8.2% |
| 1Y | +47.1% | +6.7% | +40.4% | +41.1% |
| 3Y | +170.5% | +60.4% | +110.1% | +110.6% |
| All | +75.8% | +71.9% | +3.8% | +22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling