+72.8%
HCA vs AUR
-35.1%
+107.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +1.3% |
| 7D | +5.4% | +1.4% | +4.0% | +5.4% |
| 30D | +3.0% | -6.4% | +9.4% | +3.2% |
| 3M | +13.0% | +7.7% | +5.3% | +12.4% |
| 6M | -20.3% | +44.5% | -64.8% | -22.0% |
| YTD | -8.2% | +67.4% | -75.7% | -11.0% |
| 1Y | +6.7% | +15.4% | -8.7% | +5.1% |
| 3Y | +60.4% | +94.8% | -34.5% | +45.8% |
| All | +72.8% | -35.1% | +107.8% | +48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling