+81.0%
HCA vs BTDR
+19.6%
+61.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.7% | -2.4% | +1.4% |
| 7D | +5.4% | -3.4% | +8.8% | +5.4% |
| 30D | +3.0% | +32.6% | -29.6% | +3.0% |
| 3M | +13.0% | -32.2% | +45.3% | +13.1% |
| 6M | -20.3% | +52.4% | -72.6% | -20.4% |
| YTD | -8.2% | +6.7% | -14.9% | -8.4% |
| 1Y | +6.7% | -15.2% | +21.9% | +6.6% |
| 3Y | +60.4% | +14.9% | +45.5% | +54.7% |
| 5Y | +73.4% | +20.8% | +52.6% | +61.5% |
| All | +81.0% | +19.6% | +61.4% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 10y: compounded portfolio wealth divided by compounded BTDR 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…
10y analysis · Full analysis span regression · 6 months rolling