+72.8%
HCA vs AU
+686.2%
-613.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.8% | +1.3% |
| 7D | +5.4% | -4.3% | +9.7% | +5.7% |
| 30D | +3.0% | +7.3% | -4.3% | +2.4% |
| 3M | +13.0% | +26.3% | -13.3% | +11.1% |
| 6M | -20.3% | +1.8% | -22.0% | -20.7% |
| YTD | -8.2% | +26.8% | -35.0% | -10.5% |
| 1Y | +6.7% | +66.7% | -60.0% | +1.6% |
| 3Y | +60.4% | +579.1% | -518.7% | +30.7% |
| All | +72.8% | +686.2% | -613.5% | +49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling