+71.1%
HCA vs A
-16.6%
+87.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.2% |
| 7D | +2.9% | -4.6% | +7.5% | +4.3% |
| 30D | +2.4% | -4.3% | +6.6% | +3.5% |
| 3M | +13.0% | +8.9% | +4.1% | +9.9% |
| 6M | -21.4% | +24.5% | -45.9% | -27.3% |
| YTD | -9.5% | +5.8% | -15.3% | -11.7% |
| 1Y | +7.5% | +16.2% | -8.7% | +1.0% |
| 3Y | +57.6% | +28.5% | +29.1% | +36.5% |
| 5Y | +71.1% | -16.3% | +87.4% | +62.6% |
| All | +71.1% | -16.6% | +87.7% | +62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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