+6.7%
HCA vs AA
+56.9%
-50.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.4% | +1.4% |
| 7D | +5.4% | -3.4% | +8.8% | +5.4% |
| 30D | +3.0% | -5.8% | +8.8% | +3.0% |
| 3M | +13.0% | -29.9% | +42.9% | +13.1% |
| 6M | -20.3% | -27.0% | +6.8% | -20.4% |
| YTD | -8.2% | -8.7% | +0.5% | -8.3% |
| 1Y | +6.7% | +50.6% | -43.9% | +9.2% |
| All | +6.7% | +56.9% | -50.2% | +9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling