+70.3%
HCA vs AR
+148.2%
-77.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.8% | +4.9% |
| 7D | +4.9% | -1.2% | +6.1% | +5.0% |
| 30D | +1.9% | +5.5% | -3.6% | +1.3% |
| 3M | +12.7% | +12.9% | -0.1% | +11.3% |
| 6M | -22.3% | +0.1% | -22.4% | -22.6% |
| YTD | -9.3% | +13.5% | -22.9% | -11.1% |
| 1Y | +2.7% | +21.6% | -18.8% | -0.4% |
| 3Y | +57.8% | +46.0% | +11.9% | +45.7% |
| 5Y | +70.3% | +143.7% | -73.4% | +53.3% |
| All | +70.3% | +148.2% | -77.9% | +53.3% |
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 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