+498.2%
HCA vs BTG
+159.3%
+338.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.3% |
| 7D | +5.4% | -3.8% | +9.2% | +5.7% |
| 30D | +3.0% | +3.6% | -0.7% | +2.7% |
| 3M | +13.0% | +32.0% | -19.0% | +10.5% |
| 6M | -20.3% | +3.4% | -23.6% | -20.9% |
| YTD | -8.2% | +20.8% | -29.0% | -10.4% |
| 1Y | +6.7% | +22.4% | -15.7% | +3.6% |
| 3Y | +60.4% | +91.7% | -31.3% | +48.4% |
| 5Y | +73.4% | +79.0% | -5.6% | +60.6% |
| All | +498.2% | +159.3% | +338.9% | +441.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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