+1,645.7%
HCA vs AG
+24.6%
+1,621.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.7% |
| 7D | -2.8% | +4.5% | -7.3% | -3.1% |
| 30D | -2.7% | +12.9% | -15.6% | -3.5% |
| 3M | +11.5% | +20.9% | -9.5% | +9.9% |
| 6M | -24.3% | -19.5% | -4.8% | -23.9% |
| YTD | -13.6% | +24.8% | -38.4% | -16.0% |
| 1Y | -3.2% | +120.2% | -123.4% | -9.8% |
| 3Y | +50.4% | +279.0% | -228.6% | +32.4% |
| 5Y | +64.8% | +67.9% | -3.1% | +50.1% |
| 10Y | +456.5% | +57.5% | +399.1% | +388.8% |
| All | +1,645.7% | +24.6% | +1,621.1% | +1,477.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling