-25.3%
HCA vs AS
-20.4%
-4.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.6% | -4.6% | -1.5% |
| 7D | -3.1% | -4.9% | +1.8% | -2.4% |
| 30D | -1.1% | -19.6% | +18.5% | +2.0% |
| 3M | +12.2% | -14.4% | +26.5% | +14.1% |
| 6M | -25.3% | -20.1% | -5.2% | -24.0% |
| All | -25.3% | -20.4% | -4.9% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 6mo: compounded portfolio wealth divided by compounded AS 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…
6mo analysis · Full analysis span regression · 6 months rolling