+60.4%
HCA vs AU
+577.5%
-517.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.8% | +1.3% |
| 7D | +5.4% | -4.3% | +9.7% | +5.6% |
| 30D | +3.0% | +7.3% | -4.3% | +2.7% |
| 3M | +13.0% | +26.3% | -13.3% | +11.9% |
| 6M | -20.3% | +1.8% | -22.0% | -20.5% |
| YTD | -8.2% | +26.8% | -35.0% | -9.5% |
| 1Y | +6.7% | +66.7% | -60.0% | +4.1% |
| 3Y | +60.4% | +579.1% | -518.7% | +41.7% |
| All | +60.4% | +577.5% | -517.1% | +41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling