+1,645.7%
HCA vs BAX
+16.1%
+1,629.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.0% | +0.7% |
| 7D | -2.8% | -2.4% | -0.4% | -1.9% |
| 30D | -2.7% | -9.7% | +7.0% | +1.0% |
| 3M | +11.5% | +29.3% | -17.8% | +0.2% |
| 6M | -24.3% | +40.7% | -64.9% | -34.6% |
| YTD | -13.6% | +30.3% | -43.9% | -24.4% |
| 1Y | -3.2% | +3.4% | -6.6% | -7.7% |
| 3Y | +50.4% | -32.0% | +82.4% | +63.8% |
| 5Y | +64.8% | -66.9% | +131.6% | +153.6% |
| 10Y | +456.5% | -37.1% | +493.6% | +464.9% |
| All | +1,645.7% | +16.1% | +1,629.6% | +1,129.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling