+6.4%
HCA vs AR
+10.2%
-3.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -0.9% |
| 7D | -1.3% | +6.4% | -7.7% | -0.4% |
| 30D | +8.7% | +3.1% | +5.5% | +9.0% |
| 3M | +21.0% | +3.3% | +17.7% | +21.4% |
| 6M | +17.0% | +6.6% | +10.4% | +18.0% |
| YTD | +7.8% | +12.3% | -4.5% | +9.0% |
| 1Y | +6.4% | +12.3% | -5.9% | +7.8% |
| All | +6.4% | +10.2% | -3.7% | +7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling