+498.2%
HCA vs AR
+41.9%
+456.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.2% | +1.6% |
| 7D | +5.4% | -2.5% | +7.9% | +5.7% |
| 30D | +3.0% | +2.5% | +0.4% | +2.7% |
| 3M | +13.0% | +12.3% | +0.7% | +11.4% |
| 6M | -20.3% | -3.1% | -17.1% | -20.3% |
| YTD | -8.2% | +11.5% | -19.8% | -10.0% |
| 1Y | +6.7% | +17.0% | -10.3% | +3.8% |
| 3Y | +60.4% | +47.3% | +13.1% | +48.6% |
| 5Y | +73.4% | +141.2% | -67.8% | +48.2% |
| All | +498.2% | +41.9% | +456.3% | +357.3% |
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