+58.5%
HCA vs BAH
-31.4%
+89.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.8% | +4.9% |
| 7D | +4.9% | -1.3% | +6.2% | +5.0% |
| 30D | +1.9% | -6.6% | +8.5% | +2.2% |
| 3M | +12.7% | -7.2% | +19.9% | +12.7% |
| 6M | -22.3% | -10.0% | -12.4% | -22.3% |
| YTD | -9.3% | -12.5% | +3.1% | -9.7% |
| 1Y | +2.7% | -27.9% | +30.6% | +4.2% |
| All | +58.5% | -31.4% | +89.9% | +56.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling