+761.1%
GS vs HCA
+1,648.5%
-887.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | +0.9% | -3.1% | +4.0% | +1.9% |
| 30D | -1.6% | -1.1% | -0.4% | -1.2% |
| 3M | -4.5% | +12.2% | -16.6% | -8.7% |
| 6M | +20.9% | -25.3% | +46.2% | +31.5% |
| YTD | +19.9% | -12.9% | +32.8% | +23.4% |
| 1Y | +41.4% | -0.9% | +42.3% | +38.9% |
| 3Y | +239.2% | +47.6% | +191.5% | +184.5% |
| 5Y | +185.0% | +67.0% | +118.1% | +123.0% |
| 10Y | +655.0% | +471.4% | +183.5% | +286.3% |
| All | +761.1% | +1,648.5% | -887.4% | +199.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling