+72.8%
HCA vs AGI
+400.3%
-327.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.3% |
| 7D | +5.4% | -2.7% | +8.2% | +5.7% |
| 30D | +3.0% | +7.2% | -4.3% | +2.2% |
| 3M | +13.0% | +4.3% | +8.8% | +12.2% |
| 6M | -20.3% | -27.1% | +6.8% | -18.1% |
| YTD | -8.2% | -6.6% | -1.6% | -9.0% |
| 1Y | +6.7% | +9.5% | -2.8% | +3.1% |
| 3Y | +60.4% | +208.4% | -148.1% | +27.3% |
| All | +72.8% | +400.3% | -327.5% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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