+498.2%
HCA vs AG
+68.4%
+429.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.9% | +4.3% | +1.5% |
| 7D | +5.4% | -6.7% | +12.1% | +5.8% |
| 30D | +3.0% | +2.2% | +0.8% | +2.7% |
| 3M | +13.0% | +15.7% | -2.7% | +11.7% |
| 6M | -20.3% | -23.8% | +3.5% | -19.5% |
| YTD | -8.2% | +17.6% | -25.9% | -10.6% |
| 1Y | +6.7% | +88.6% | -81.9% | -0.2% |
| 3Y | +60.4% | +253.4% | -193.0% | +39.7% |
| 5Y | +73.4% | +62.4% | +11.0% | +56.5% |
| All | +498.2% | +68.4% | +429.8% | +434.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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