+9.0%
HCA vs AUR
-17.4%
+26.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -4.4% | +14.8% | +10.0% |
| 7D | +10.2% | -19.8% | +30.1% | +8.9% |
| 30D | +17.4% | -29.0% | +46.5% | +15.4% |
| 3M | +27.7% | -43.6% | +71.2% | +24.1% |
| 6M | +20.0% | -36.6% | +56.7% | +18.0% |
| YTD | +10.0% | +6.3% | +3.7% | +11.6% |
| 1Y | +9.0% | -9.0% | +18.0% | +10.3% |
| All | +9.0% | -17.4% | +26.4% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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