-21.4%
HCA vs AU
-3.1%
-18.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.1% | +0.2% |
| 7D | +2.9% | -7.0% | +9.9% | +3.5% |
| 30D | +2.4% | +7.3% | -4.9% | +2.0% |
| 3M | +13.0% | +33.2% | -20.2% | +10.9% |
| 6M | -21.4% | -0.6% | -20.8% | -21.2% |
| All | -21.4% | -3.1% | -18.3% | -21.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling