+9.0%
HCA vs AU
+42.5%
-33.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +8.0% | +2.4% | +9.8% |
| 7D | +10.2% | +0.8% | +9.5% | +10.0% |
| 30D | +17.4% | -7.0% | +24.4% | +17.7% |
| 3M | +27.7% | +8.5% | +19.1% | +27.1% |
| 6M | +20.0% | -1.3% | +21.3% | +19.9% |
| YTD | +10.0% | +6.8% | +3.2% | +8.2% |
| 1Y | +9.0% | +44.6% | -35.6% | +4.7% |
| All | +9.0% | +42.5% | -33.5% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 1y: compounded portfolio wealth divided by compounded AU 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…
1y analysis · Full analysis span regression · 6 months rolling