+457.2%
GS vs HCA
+652.5%
-195.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | +1.6% | +9.0% | -7.4% | -1.6% |
| 30D | +1.7% | +11.8% | -10.2% | -2.6% |
| 3M | -11.6% | +22.1% | -33.6% | -18.1% |
| 6M | -1.9% | +16.4% | -18.3% | -8.4% |
| YTD | +5.1% | +8.6% | -3.6% | -0.1% |
| 1Y | +16.4% | +10.6% | +5.8% | +9.7% |
| 3Y | +199.0% | +121.7% | +77.3% | +104.9% |
| 5Y | +157.4% | +114.5% | +43.0% | +72.0% |
| 10Y | +457.2% | +657.1% | -199.8% | +121.7% |
| All | +457.2% | +652.5% | -195.2% | +121.7% |
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 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