+9.0%
HCA vs BROS
-18.6%
+27.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.9% | +9.4% | +10.4% |
| 7D | +10.2% | +2.5% | +7.8% | +10.4% |
| 30D | +17.4% | +15.1% | +2.4% | +18.3% |
| 3M | +27.7% | -31.4% | +59.1% | +25.9% |
| 6M | +20.0% | -22.6% | +42.6% | +19.2% |
| YTD | +10.0% | -28.1% | +38.1% | +9.0% |
| 1Y | +9.0% | -20.3% | +29.3% | +7.8% |
| All | +9.0% | -18.6% | +27.6% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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