+139.3%
GS vs HCA
+106.8%
+32.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.2% |
| 7D | -3.2% | +4.6% | -7.8% | -4.2% |
| 30D | -2.4% | +12.7% | -15.1% | -5.1% |
| 3M | -15.7% | +21.3% | -37.0% | -19.5% |
| 6M | -6.8% | +15.7% | -22.5% | -10.2% |
| YTD | -0.1% | +6.6% | -6.6% | -2.2% |
| 1Y | +12.1% | +5.7% | +6.4% | +9.7% |
| 3Y | +185.8% | +119.2% | +66.5% | +116.5% |
| All | +139.3% | +106.8% | +32.5% | +77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling