+498.2%
HCA vs BUD
-22.3%
+520.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.6% | +1.1% |
| 7D | +5.4% | -2.6% | +8.1% | +6.5% |
| 30D | +3.0% | -1.2% | +4.2% | +3.4% |
| 3M | +13.0% | -4.9% | +17.9% | +15.0% |
| 6M | -20.3% | +9.3% | -29.5% | -23.5% |
| YTD | -8.2% | +24.0% | -32.2% | -16.5% |
| 1Y | +6.7% | +34.5% | -27.8% | -6.3% |
| 3Y | +60.4% | +43.7% | +16.7% | +33.3% |
| 5Y | +73.4% | +46.0% | +27.4% | +40.1% |
| All | +498.2% | -22.3% | +520.4% | +415.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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