+6.7%
HCA vs BLK
-0.2%
+6.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.3% | +1.0% |
| 7D | +5.4% | -3.3% | +8.7% | +6.2% |
| 30D | +3.0% | -6.5% | +9.5% | +4.6% |
| 3M | +13.0% | +6.7% | +6.3% | +11.4% |
| 6M | -20.3% | +14.7% | -35.0% | -21.3% |
| YTD | -8.2% | +2.5% | -10.8% | -9.3% |
| 1Y | +6.7% | -2.8% | +9.5% | +6.4% |
| All | +6.7% | -0.2% | +6.9% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 1y: compounded portfolio wealth divided by compounded BLK 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…
1y analysis · Full analysis span regression · 6 months rolling