-0.9%
HCA vs AUR
+11.8%
-12.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | -3.1% | +8.7% | -11.8% | -2.6% |
| 30D | -1.1% | -5.2% | +4.1% | -1.3% |
| 3M | +12.2% | -7.3% | +19.5% | +12.0% |
| 6M | -25.3% | +41.2% | -66.6% | -23.5% |
| YTD | -12.9% | +65.1% | -78.1% | -10.1% |
| 1Y | -0.9% | +13.4% | -14.4% | +3.4% |
| All | -0.9% | +11.8% | -12.8% | +3.4% |
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