+58.2%
HCA vs BROS
+57.4%
+0.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.2% | -0.1% |
| 7D | +2.9% | -6.1% | +9.0% | +3.1% |
| 30D | +2.4% | -12.4% | +14.7% | +2.6% |
| 3M | +13.0% | -27.9% | +41.0% | +13.7% |
| 6M | -21.4% | -16.8% | -4.6% | -21.3% |
| YTD | -9.5% | -29.0% | +19.6% | -8.9% |
| 1Y | +7.5% | -33.2% | +40.7% | +8.4% |
| All | +58.2% | +57.4% | +0.8% | +46.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling