+72.8%
HCA vs BEN
+36.0%
+36.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +5.4% | -3.1% | +8.5% | +6.2% |
| 30D | +3.0% | +0.2% | +2.8% | +2.9% |
| 3M | +13.0% | +6.8% | +6.2% | +11.0% |
| 6M | -20.3% | +38.1% | -58.4% | -26.9% |
| YTD | -8.2% | +44.3% | -52.6% | -17.2% |
| 1Y | +6.7% | +42.6% | -35.9% | -3.7% |
| 3Y | +60.4% | +52.3% | +8.1% | +38.9% |
| All | +72.8% | +36.0% | +36.8% | +49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 5y: compounded portfolio wealth divided by compounded BEN 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…
5y analysis · Full analysis span regression · 6 months rolling