+1,658.7%
HCA vs BAH
+948.2%
+710.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.4% | -0.7% |
| 7D | -3.1% | -3.2% | +0.2% | -2.4% |
| 30D | -1.1% | +2.0% | -3.1% | -1.6% |
| 3M | +12.2% | -7.6% | +19.8% | +13.7% |
| 6M | -25.3% | -5.7% | -19.7% | -25.0% |
| YTD | -12.9% | -11.7% | -1.2% | -12.3% |
| 1Y | -0.9% | -27.4% | +26.4% | +4.1% |
| 3Y | +47.6% | -32.5% | +80.2% | +52.4% |
| 5Y | +67.0% | -3.3% | +70.3% | +54.1% |
| 10Y | +471.4% | +186.0% | +285.5% | +304.4% |
| All | +1,658.7% | +948.2% | +710.5% | +818.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling