+72.8%
HCA vs BR
+8.0%
+64.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | +5.4% | -3.0% | +8.4% | +6.6% |
| 30D | +3.0% | -0.3% | +3.3% | +3.0% |
| 3M | +13.0% | +17.3% | -4.3% | +5.8% |
| 6M | -20.3% | -6.7% | -13.6% | -18.5% |
| YTD | -8.2% | -23.4% | +15.2% | +1.9% |
| 1Y | +6.7% | -32.7% | +39.4% | +25.6% |
| 3Y | +60.4% | -5.9% | +66.3% | +56.9% |
| All | +72.8% | +8.0% | +64.7% | +46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling