+1,729.1%
HCA vs BTG
+168.5%
+1,560.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | 0.0% |
| 7D | +2.9% | -5.5% | +8.4% | +3.2% |
| 30D | +2.4% | +6.1% | -3.7% | +2.1% |
| 3M | +13.0% | +38.6% | -25.6% | +11.2% |
| 6M | -21.4% | +0.7% | -22.1% | -21.7% |
| YTD | -9.5% | +20.3% | -29.8% | -10.8% |
| 1Y | +7.5% | +25.0% | -17.5% | +5.5% |
| 3Y | +57.6% | +97.3% | -39.7% | +50.1% |
| 5Y | +71.1% | +78.3% | -7.2% | +63.2% |
| 10Y | +498.8% | +151.6% | +347.2% | +460.6% |
| All | +1,729.1% | +168.5% | +1,560.6% | +1,528.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling