+498.2%
HCA vs BR
+189.7%
+308.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | +5.4% | -3.0% | +8.4% | +6.8% |
| 30D | +3.0% | -0.3% | +3.3% | +3.0% |
| 3M | +13.0% | +17.3% | -4.3% | +4.7% |
| 6M | -20.3% | -6.7% | -13.6% | -18.5% |
| YTD | -8.2% | -23.4% | +15.2% | +2.4% |
| 1Y | +6.7% | -32.7% | +39.4% | +26.6% |
| 3Y | +60.4% | -5.9% | +66.3% | +58.1% |
| 5Y | +73.4% | +8.4% | +65.0% | +55.6% |
| All | +498.2% | +189.7% | +308.5% | +208.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling