+270.0%
GM vs HCA
+1,718.5%
-1,448.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +3.0% | +2.9% |
| 7D | -1.1% | +2.9% | -4.0% | -2.3% |
| 30D | -3.4% | +2.4% | -5.8% | -4.5% |
| 3M | +8.7% | +13.0% | -4.4% | +3.0% |
| 6M | +15.4% | -21.4% | +36.8% | +25.5% |
| YTD | +6.6% | -9.5% | +16.1% | +9.4% |
| 1Y | +51.5% | +7.5% | +44.0% | +44.7% |
| 3Y | +169.3% | +57.6% | +111.8% | +114.8% |
| 5Y | +81.6% | +71.1% | +10.4% | +36.4% |
| 10Y | +240.7% | +498.8% | -258.1% | +57.3% |
| All | +270.0% | +1,718.5% | -1,448.5% | +5.1% |
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