+498.2%
HCA vs BP
+137.7%
+360.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.3% | +1.3% |
| 7D | +5.4% | +5.2% | +0.2% | +3.6% |
| 30D | +3.0% | +8.7% | -5.7% | 0.0% |
| 3M | +13.0% | +9.3% | +3.7% | +8.8% |
| 6M | -20.3% | +13.6% | -33.8% | -25.0% |
| YTD | -8.2% | +37.7% | -45.9% | -20.1% |
| 1Y | +6.7% | +40.6% | -33.9% | -8.2% |
| 3Y | +60.4% | +40.3% | +20.0% | +34.5% |
| 5Y | +73.4% | +141.4% | -68.0% | +9.3% |
| All | +498.2% | +137.7% | +360.5% | +258.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling