+116.3%
HCA vs AR
+98.1%
+18.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.2% |
| 7D | -0.9% | +2.1% | -3.0% | -1.1% |
| 30D | +10.3% | +4.5% | +5.8% | +9.6% |
| 3M | +23.2% | +1.0% | +22.2% | +22.7% |
| 6M | +19.1% | +4.4% | +14.7% | +18.0% |
| YTD | +9.0% | +10.9% | -1.9% | +6.6% |
| 1Y | +10.2% | +8.6% | +1.7% | +8.0% |
| 3Y | +122.4% | +48.5% | +73.9% | +102.5% |
| 5Y | +116.3% | +95.7% | +20.5% | +90.5% |
| All | +116.3% | +98.1% | +18.2% | +90.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling