+656.2%
GS vs HCA
+460.3%
+195.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.1% |
| 7D | +3.4% | -2.8% | +6.2% | +4.4% |
| 30D | +0.2% | -2.7% | +2.9% | +1.1% |
| 3M | -0.3% | +11.5% | -11.8% | -5.0% |
| 6M | +27.4% | -24.3% | +51.6% | +39.4% |
| YTD | +19.6% | -13.6% | +33.2% | +23.9% |
| 1Y | +42.5% | -3.2% | +45.7% | +40.6% |
| 3Y | +240.4% | +50.4% | +190.0% | +173.9% |
| 5Y | +188.9% | +64.8% | +124.1% | +115.9% |
| All | +656.2% | +460.3% | +195.9% | +250.9% |
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