+6.7%
HCA vs BAX
-0.4%
+7.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +2.9% | +1.6% |
| 7D | +5.4% | -7.9% | +13.3% | +6.8% |
| 30D | +3.0% | -11.7% | +14.6% | +5.0% |
| 3M | +13.0% | +16.2% | -3.2% | +9.7% |
| 6M | -20.3% | +32.0% | -52.2% | -24.0% |
| YTD | -8.2% | +24.7% | -32.9% | -12.8% |
| 1Y | +6.7% | -2.6% | +9.3% | +3.2% |
| All | +6.7% | -0.4% | +7.1% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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