+498.2%
HCA vs BAH
+207.9%
+290.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | +5.4% | +4.3% | +1.2% | +4.5% |
| 30D | +3.0% | -2.5% | +5.4% | +3.4% |
| 3M | +13.0% | -0.9% | +14.0% | +12.8% |
| 6M | -20.3% | +1.5% | -21.7% | -21.1% |
| YTD | -8.2% | -8.0% | -0.3% | -8.5% |
| 1Y | +6.7% | -24.7% | +31.4% | +11.3% |
| 3Y | +60.4% | -28.4% | +88.8% | +61.6% |
| 5Y | +73.4% | +2.8% | +70.6% | +53.1% |
| All | +498.2% | +207.9% | +290.2% | +373.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling