+58.5%
HCA vs BUD
+44.4%
+14.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.2% | +7.1% | +5.4% |
| 7D | +4.9% | -1.3% | +6.2% | +5.2% |
| 30D | +1.9% | -6.1% | +8.0% | +3.1% |
| 3M | +12.7% | -3.8% | +16.5% | +13.4% |
| 6M | -22.3% | +8.2% | -30.5% | -23.6% |
| YTD | -9.3% | +23.6% | -32.9% | -13.1% |
| 1Y | +2.7% | +33.4% | -30.7% | -2.9% |
| All | +58.5% | +44.4% | +14.0% | +46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling