+857.8%
HCA vs AR
-27.2%
+885.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | -3.1% | +2.5% | -5.6% | -3.3% |
| 30D | -1.1% | +14.8% | -15.9% | -2.6% |
| 3M | +12.2% | +6.2% | +5.9% | +11.2% |
| 6M | -25.3% | +4.3% | -29.6% | -26.0% |
| YTD | -12.9% | +14.4% | -27.3% | -14.8% |
| 1Y | -0.9% | +21.3% | -22.3% | -4.0% |
| 3Y | +47.6% | +39.8% | +7.8% | +37.9% |
| 5Y | +67.0% | +142.1% | -75.1% | +42.9% |
| 10Y | +471.4% | +52.0% | +419.4% | +336.3% |
| All | +857.8% | -27.2% | +885.0% | +648.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling