+1,645.7%
HCA vs BB
-87.7%
+1,733.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -0.9% |
| 7D | -2.8% | +0.5% | -3.3% | -2.8% |
| 30D | -2.7% | -12.4% | +9.6% | -1.8% |
| 3M | +11.5% | -15.3% | +26.8% | +12.1% |
| 6M | -24.3% | +128.8% | -153.1% | -30.7% |
| YTD | -13.6% | +107.7% | -121.2% | -20.3% |
| 1Y | -3.2% | +103.9% | -107.1% | -11.0% |
| 3Y | +50.4% | +72.6% | -22.2% | +35.8% |
| 5Y | +64.8% | -24.3% | +89.0% | +57.2% |
| 10Y | +456.6% | +3.1% | +453.4% | +347.1% |
| All | +1,645.7% | -87.7% | +1,733.4% | +1,409.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling