+71.2%
HCA vs BROS
+38.3%
+32.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.0% | +6.9% | +5.0% |
| 7D | +4.9% | -6.6% | +11.5% | +5.3% |
| 30D | +1.9% | -12.3% | +14.2% | +2.6% |
| 3M | +12.7% | -22.2% | +34.9% | +14.0% |
| 6M | -22.3% | -14.3% | -8.1% | -22.1% |
| YTD | -9.3% | -26.6% | +17.2% | -8.3% |
| 1Y | +2.7% | -31.5% | +34.2% | +4.1% |
| 3Y | +57.8% | +62.3% | -4.4% | +45.8% |
| All | +71.2% | +38.3% | +32.9% | +55.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling