+58.5%
HCA vs ALL
+151.8%
-93.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +4.9% | +4.9% |
| 7D | +4.9% | -2.2% | +7.1% | +5.6% |
| 30D | +1.9% | -5.6% | +7.5% | +3.5% |
| 3M | +12.7% | +17.2% | -4.5% | +7.6% |
| 6M | -22.3% | +23.2% | -45.6% | -27.0% |
| YTD | -9.3% | +23.6% | -32.9% | -14.9% |
| 1Y | +2.7% | +29.2% | -26.4% | -5.0% |
| All | +58.5% | +151.8% | -93.4% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 3y: compounded portfolio wealth divided by compounded ALL 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…
3y analysis · Full analysis span regression · 6 months rolling