-0.9%
HCA vs BP
+34.1%
-35.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.6% | -0.9% |
| 7D | -3.1% | +3.9% | -7.0% | -2.5% |
| 30D | -1.1% | +7.6% | -8.7% | 0.0% |
| 3M | +12.2% | +0.7% | +11.5% | +12.5% |
| 6M | -25.3% | +15.5% | -40.8% | -25.5% |
| YTD | -12.9% | +30.8% | -43.8% | -14.0% |
| 1Y | -0.9% | +34.3% | -35.2% | -3.2% |
| All | -0.9% | +34.1% | -35.0% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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