+58.2%
HCA vs BAX
-34.3%
+92.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | 0.0% |
| 7D | +2.9% | -5.4% | +8.4% | +4.0% |
| 30D | +2.4% | -12.4% | +14.8% | +5.0% |
| 3M | +13.0% | +19.1% | -6.1% | +8.7% |
| 6M | -21.4% | +38.6% | -60.0% | -26.8% |
| YTD | -9.5% | +26.7% | -36.2% | -15.0% |
| 1Y | +7.5% | +1.0% | +6.5% | +5.4% |
| All | +58.2% | -34.3% | +92.6% | +67.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling