+71.1%
HCA vs AA
+5.3%
+65.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.8% | +4.6% | +0.4% |
| 7D | +2.9% | -5.4% | +8.3% | +3.5% |
| 30D | +2.4% | -10.7% | +13.1% | +3.5% |
| 3M | +13.0% | -26.2% | +39.2% | +16.4% |
| 6M | -21.4% | -20.9% | -0.4% | -20.3% |
| YTD | -9.5% | -8.6% | -0.8% | -10.1% |
| 1Y | +7.5% | +57.4% | -49.9% | -1.0% |
| 3Y | +57.6% | +77.8% | -20.2% | +36.0% |
| 5Y | +71.1% | +2.7% | +68.4% | +60.1% |
| All | +71.1% | +5.3% | +65.8% | +60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling