+437.1%
GS vs HCA
+678.2%
-241.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.4% | -1.0% |
| 7D | +5.1% | -1.3% | +6.5% | +5.7% |
| 30D | +2.4% | +8.7% | -6.2% | -0.8% |
| 3M | -11.5% | +21.0% | -32.5% | -17.7% |
| 6M | -2.5% | +17.0% | -19.5% | -9.1% |
| YTD | +5.5% | +7.8% | -2.4% | +0.5% |
| 1Y | +11.0% | +6.4% | +4.6% | +6.2% |
| 3Y | +200.1% | +120.0% | +80.1% | +106.1% |
| 5Y | +154.7% | +112.9% | +41.8% | +70.5% |
| All | +437.1% | +678.2% | -241.1% | +113.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling