+617.8%
GS vs HCA
+2,041.0%
-1,423.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.4% |
| 7D | -3.2% | +4.6% | -7.8% | -4.7% |
| 30D | -2.4% | +12.7% | -15.1% | -6.2% |
| 3M | -15.7% | +21.3% | -37.0% | -21.0% |
| 6M | -6.8% | +15.7% | -22.5% | -12.0% |
| YTD | -0.1% | +6.6% | -6.6% | -3.8% |
| 1Y | +12.1% | +5.7% | +6.4% | +8.0% |
| 3Y | +185.8% | +119.2% | +66.5% | +110.1% |
| 5Y | +140.1% | +107.9% | +32.2% | +74.9% |
| 10Y | +505.2% | +610.7% | -105.4% | +188.7% |
| All | +617.8% | +2,041.0% | -1,423.2% | +133.8% |
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