+498.2%
HCA vs BBY
+252.7%
+245.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.1% | -1.7% | +0.5% |
| 7D | +5.4% | +0.6% | +4.8% | +5.2% |
| 30D | +3.0% | +9.4% | -6.4% | +0.1% |
| 3M | +13.0% | +19.3% | -6.3% | +6.9% |
| 6M | -20.3% | +47.9% | -68.2% | -29.8% |
| YTD | -8.2% | +39.6% | -47.8% | -18.2% |
| 1Y | +6.7% | +22.2% | -15.5% | -1.5% |
| 3Y | +60.4% | +45.0% | +15.4% | +33.2% |
| 5Y | +73.4% | +2.6% | +70.9% | +56.2% |
| All | +498.2% | +252.7% | +245.5% | +279.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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