+1,729.1%
HCA vs BG
+165.5%
+1,563.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.5% |
| 7D | +2.9% | +3.7% | -0.8% | +1.5% |
| 30D | +2.4% | +12.3% | -10.0% | -2.1% |
| 3M | +13.0% | -2.2% | +15.3% | +13.1% |
| 6M | -21.4% | +5.3% | -26.7% | -24.0% |
| YTD | -9.5% | +42.4% | -51.9% | -22.1% |
| 1Y | +7.5% | +55.2% | -47.7% | -11.1% |
| 3Y | +57.6% | +21.0% | +36.6% | +39.8% |
| 5Y | +71.1% | +87.1% | -16.0% | +21.3% |
| 10Y | +498.8% | +169.8% | +328.9% | +221.9% |
| All | +1,729.1% | +165.5% | +1,563.6% | +808.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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