+9.0%
HCA vs BAH
+6.2%
+2.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.5% | +8.9% | +10.3% |
| 7D | +10.2% | +5.8% | +4.5% | +10.2% |
| 30D | +17.4% | +28.7% | -11.3% | +17.4% |
| 3M | +27.7% | +20.9% | +6.8% | +27.6% |
| 6M | +20.0% | +15.2% | +4.9% | +18.1% |
| YTD | +10.0% | +7.1% | +2.9% | +5.3% |
| 1Y | +9.0% | +6.4% | +2.6% | +4.7% |
| All | +9.0% | +6.2% | +2.8% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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