+122.0%
HCA vs BP
+51.6%
+70.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.3% |
| 7D | +0.8% | +3.8% | -3.0% | +0.9% |
| 30D | +6.1% | -5.3% | +11.4% | +6.1% |
| 3M | +21.4% | +9.3% | +12.2% | +21.5% |
| 6M | +17.2% | +7.2% | +10.0% | +17.3% |
| YTD | +7.5% | +38.0% | -30.6% | +4.8% |
| 1Y | +6.2% | +33.2% | -27.0% | +3.8% |
| 3Y | +122.0% | +50.3% | +71.7% | +117.7% |
| All | +122.0% | +51.6% | +70.4% | +117.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling