+9.0%
HCA vs BR
-14.2%
+23.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +3.0% | +7.3% | +9.7% |
| 7D | +10.2% | +7.0% | +3.3% | +9.0% |
| 30D | +17.4% | +19.0% | -1.6% | +14.3% |
| 3M | +27.7% | +13.1% | +14.6% | +25.2% |
| 6M | +20.0% | +24.6% | -4.6% | +15.3% |
| YTD | +10.0% | -13.6% | +23.6% | +10.7% |
| 1Y | +9.0% | -13.1% | +22.1% | +10.8% |
| All | +9.0% | -14.2% | +23.3% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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