+1,754.0%
HCA vs BRO
+520.7%
+1,233.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | +5.4% | -7.3% | +12.7% | +9.4% |
| 30D | +3.0% | -6.9% | +9.8% | +6.5% |
| 3M | +13.0% | +10.7% | +2.4% | +6.6% |
| 6M | -20.3% | -2.7% | -17.6% | -20.0% |
| YTD | -8.2% | -16.3% | +8.1% | -1.4% |
| 1Y | +6.7% | -29.1% | +35.8% | +24.7% |
| 3Y | +60.4% | -7.8% | +68.2% | +57.7% |
| 5Y | +73.4% | +18.7% | +54.7% | +43.8% |
| 10Y | +506.9% | +291.9% | +215.0% | +159.7% |
| All | +1,754.0% | +520.7% | +1,233.2% | +465.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling