+652.7%
HCA vs AR
+57.2%
+595.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.2% |
| 7D | -1.3% | +6.4% | -7.7% | -2.0% |
| 30D | +8.7% | +3.1% | +5.5% | +8.1% |
| 3M | +21.0% | +3.3% | +17.7% | +20.2% |
| 6M | +17.0% | +6.6% | +10.4% | +15.5% |
| YTD | +7.8% | +12.3% | -4.5% | +5.4% |
| 1Y | +6.4% | +12.3% | -5.9% | +3.9% |
| 3Y | +120.0% | +50.4% | +69.6% | +103.2% |
| 5Y | +112.9% | +101.0% | +11.9% | +86.1% |
| All | +652.7% | +57.2% | +595.5% | +461.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling