+6.7%
HCA vs AG
+110.7%
-104.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.9% | +4.3% | +1.3% |
| 7D | +5.4% | -6.7% | +12.1% | +5.2% |
| 30D | +3.0% | +2.2% | +0.8% | +3.1% |
| 3M | +13.0% | +15.7% | -2.7% | +13.6% |
| 6M | -20.3% | -23.8% | +3.5% | -20.6% |
| YTD | -8.2% | +17.6% | -25.9% | -7.9% |
| 1Y | +6.7% | +88.6% | -81.9% | +8.2% |
| All | +6.7% | +110.7% | -104.0% | +8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling