+71.1%
HCA vs BP
+139.4%
-68.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.3% |
| 7D | +2.9% | +5.7% | -2.8% | +2.1% |
| 30D | +2.4% | +8.1% | -5.7% | +1.2% |
| 3M | +13.0% | +8.6% | +4.4% | +11.4% |
| 6M | -21.4% | +18.1% | -39.5% | -24.2% |
| YTD | -9.5% | +37.6% | -47.1% | -15.6% |
| 1Y | +7.5% | +39.4% | -31.9% | -0.2% |
| 3Y | +57.6% | +40.1% | +17.5% | +45.0% |
| 5Y | +71.1% | +141.3% | -70.2% | +33.5% |
| All | +71.1% | +139.4% | -68.2% | +33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling