+50.4%
HCA vs AR
+44.7%
+5.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.7% |
| 7D | -2.8% | -1.8% | -1.0% | -2.8% |
| 30D | -2.7% | +12.6% | -15.3% | -3.0% |
| 3M | +11.5% | +10.0% | +1.5% | +11.2% |
| 6M | -24.3% | +0.6% | -24.9% | -24.3% |
| YTD | -13.6% | +13.4% | -27.0% | -14.2% |
| 1Y | -3.2% | +21.7% | -24.9% | -4.4% |
| 3Y | +50.4% | +45.8% | +4.6% | +43.2% |
| All | +50.4% | +44.7% | +5.7% | +43.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling