+498.2%
HCA vs BB
+1.6%
+496.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.4% | +1.2% |
| 7D | +5.4% | -0.4% | +5.8% | +5.4% |
| 30D | +3.0% | -12.5% | +15.5% | +4.1% |
| 3M | +13.0% | -17.4% | +30.5% | +14.0% |
| 6M | -20.3% | +119.1% | -139.4% | -27.6% |
| YTD | -8.2% | +102.4% | -110.6% | -16.1% |
| 1Y | +6.7% | +98.2% | -91.5% | -2.8% |
| 3Y | +60.4% | +46.9% | +13.4% | +45.8% |
| 5Y | +73.4% | -26.4% | +99.8% | +65.5% |
| All | +498.2% | +1.6% | +496.6% | +314.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling