+70.3%
HCA vs ALL
+115.1%
-44.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +4.9% | +4.9% |
| 7D | +4.9% | -2.2% | +7.1% | +5.7% |
| 30D | +1.9% | -5.6% | +7.5% | +3.8% |
| 3M | +12.7% | +17.2% | -4.5% | +6.5% |
| 6M | -22.3% | +23.2% | -45.6% | -28.0% |
| YTD | -9.3% | +23.6% | -32.9% | -16.2% |
| 1Y | +2.7% | +29.2% | -26.4% | -6.7% |
| 3Y | +57.8% | +153.8% | -96.0% | +10.2% |
| 5Y | +70.3% | +116.1% | -45.8% | +27.7% |
| All | +70.3% | +115.1% | -44.8% | +27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling