+1,658.7%
HCA vs ALL
+1,050.4%
+608.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.4% |
| 7D | -3.1% | 0.0% | -3.1% | -3.1% |
| 30D | -1.1% | -1.5% | +0.4% | -0.6% |
| 3M | +12.2% | +23.6% | -11.5% | +0.2% |
| 6M | -25.3% | +22.3% | -47.7% | -33.1% |
| YTD | -12.9% | +26.5% | -39.5% | -23.6% |
| 1Y | -0.9% | +27.0% | -27.9% | -13.6% |
| 3Y | +47.6% | +149.6% | -102.0% | -13.2% |
| 5Y | +67.0% | +118.1% | -51.1% | +2.7% |
| 10Y | +471.4% | +369.0% | +102.5% | +128.1% |
| All | +1,658.7% | +1,050.4% | +608.3% | +269.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling