+498.2%
HCA vs AA
+122.9%
+375.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.4% | +1.4% |
| 7D | +5.4% | -3.4% | +8.8% | +6.0% |
| 30D | +3.0% | -5.8% | +8.8% | +3.9% |
| 3M | +13.0% | -29.9% | +42.9% | +19.7% |
| 6M | -20.3% | -27.0% | +6.8% | -17.1% |
| YTD | -8.2% | -8.7% | +0.5% | -9.1% |
| 1Y | +6.7% | +50.6% | -43.9% | -5.1% |
| 3Y | +60.4% | +74.1% | -13.7% | +30.2% |
| 5Y | +73.4% | +2.6% | +70.8% | +47.6% |
| All | +498.2% | +122.9% | +375.3% | +255.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 10y: compounded portfolio wealth divided by compounded AA 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…
10y analysis · Full analysis span regression · 6 months rolling