+53.5%
HCA vs BTSG
+389.4%
-335.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +1.3% |
| 7D | +5.4% | -3.3% | +8.7% | +5.6% |
| 30D | +3.0% | -1.6% | +4.6% | +3.0% |
| 3M | +13.0% | -6.9% | +19.9% | +13.0% |
| 6M | -20.3% | +42.1% | -62.4% | -23.7% |
| YTD | -8.2% | +56.8% | -65.1% | -13.2% |
| 1Y | +6.7% | +109.8% | -103.1% | -2.2% |
| All | +53.5% | +389.4% | -335.9% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 5y: compounded portfolio wealth divided by compounded BTSG 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…
5y analysis · Full analysis span regression · 6 months rolling