+2,071.1%
HCA vs AG
-18.0%
+2,089.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | -0.2% |
| 7D | +0.8% | -10.0% | +10.8% | +1.4% |
| 30D | +6.1% | -10.5% | +16.6% | +6.7% |
| 3M | +21.4% | -27.3% | +48.7% | +23.3% |
| 6M | +17.2% | -43.0% | +60.2% | +20.2% |
| YTD | +7.5% | -17.9% | +25.4% | +6.9% |
| 1Y | +6.2% | +11.9% | -5.8% | +3.3% |
| 3Y | +122.0% | +201.8% | -79.8% | +97.8% |
| 5Y | +112.2% | -0.1% | +112.2% | +98.8% |
| 10Y | +675.7% | +72.7% | +603.0% | +580.0% |
| All | +2,071.1% | -18.0% | +2,089.1% | +1,906.1% |
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 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