+1,645.7%
HCA vs A
+412.5%
+1,233.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +1.9% | +0.3% |
| 7D | -2.8% | -2.1% | -0.7% | -2.0% |
| 30D | -2.7% | +0.6% | -3.3% | -3.2% |
| 3M | +11.5% | +10.9% | +0.6% | +6.4% |
| 6M | -24.3% | +28.2% | -52.4% | -32.9% |
| YTD | -13.6% | +8.6% | -22.2% | -18.1% |
| 1Y | -3.2% | +15.5% | -18.7% | -11.2% |
| 3Y | +50.4% | +31.8% | +18.6% | +25.0% |
| 5Y | +64.8% | -14.9% | +79.6% | +64.1% |
| 10Y | +456.5% | +237.8% | +218.7% | +190.5% |
| All | +1,645.7% | +412.5% | +1,233.3% | +617.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling