+185.8%
GS vs HCA
+118.8%
+67.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | -0.1% |
| 7D | -3.2% | +4.6% | -7.8% | -3.7% |
| 30D | -2.4% | +12.7% | -15.1% | -3.7% |
| 3M | -15.7% | +21.3% | -37.0% | -17.5% |
| 6M | -6.8% | +15.7% | -22.5% | -7.9% |
| YTD | -0.1% | +6.6% | -6.6% | -0.4% |
| 1Y | +12.1% | +5.7% | +6.4% | +11.7% |
| 3Y | +185.8% | +119.2% | +66.5% | +108.9% |
| All | +185.8% | +118.8% | +67.0% | +108.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling