+6.7%
HCA vs BRO
-27.7%
+34.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | +5.4% | -7.3% | +12.7% | +6.8% |
| 30D | +3.0% | -6.9% | +9.8% | +4.3% |
| 3M | +13.0% | +10.7% | +2.4% | +12.1% |
| 6M | -20.3% | -2.7% | -17.6% | -20.5% |
| YTD | -8.2% | -16.3% | +8.1% | -8.4% |
| 1Y | +6.7% | -29.1% | +35.8% | +8.9% |
| All | +6.7% | -27.7% | +34.4% | +8.9% |
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