+8.0%
HCA vs BRO
-4.7%
+12.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | +6.1% | +9.9% | -3.8% | +4.2% |
| 30D | +17.4% | +22.3% | -4.9% | +13.2% |
| 3M | +24.1% | +5.3% | +18.8% | +22.7% |
| 6M | +18.8% | +30.3% | -11.5% | +14.7% |
| YTD | +9.3% | -5.7% | +15.0% | +4.5% |
| 1Y | +8.0% | -3.5% | +11.5% | +1.9% |
| All | +8.0% | -4.7% | +12.6% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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