+1,645.7%
HCA vs BEN
+56.6%
+1,589.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -2.8% | +4.7% | -7.5% | -4.4% |
| 30D | -2.7% | +2.6% | -5.3% | -3.7% |
| 3M | +11.5% | +11.5% | 0.0% | +7.0% |
| 6M | -24.3% | +35.3% | -59.6% | -32.7% |
| YTD | -13.6% | +48.6% | -62.2% | -26.2% |
| 1Y | -3.2% | +46.7% | -49.9% | -17.2% |
| 3Y | +50.4% | +57.0% | -6.6% | +20.9% |
| 5Y | +64.8% | +41.8% | +23.0% | +33.4% |
| 10Y | +456.5% | +55.2% | +401.3% | +292.6% |
| All | +1,645.7% | +56.6% | +1,589.2% | +1,134.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling