+60.4%
HCA vs BNS
+130.5%
-70.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.2% |
| 7D | +5.4% | -0.4% | +5.8% | +5.5% |
| 30D | +3.0% | +3.5% | -0.5% | +2.1% |
| 3M | +13.0% | +14.1% | -1.0% | +9.2% |
| 6M | -20.3% | +33.8% | -54.0% | -26.2% |
| YTD | -8.2% | +29.5% | -37.7% | -14.6% |
| 1Y | +6.7% | +48.4% | -41.7% | -4.7% |
| 3Y | +60.4% | +129.6% | -69.2% | +19.0% |
| All | +60.4% | +130.5% | -70.1% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 3y: compounded portfolio wealth divided by compounded BNS 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…
3y analysis · Full analysis span regression · 6 months rolling