+1,645.7%
HCA vs BUD
+98.4%
+1,547.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.4% |
| 7D | -2.8% | +0.8% | -3.6% | -3.1% |
| 30D | -2.7% | -4.8% | +2.1% | -0.8% |
| 3M | +11.5% | +1.4% | +10.1% | +10.7% |
| 6M | -24.3% | +9.9% | -34.1% | -27.6% |
| YTD | -13.6% | +26.3% | -39.9% | -22.1% |
| 1Y | -3.2% | +36.1% | -39.3% | -15.6% |
| 3Y | +50.4% | +48.6% | +1.8% | +22.9% |
| 5Y | +64.8% | +45.0% | +19.8% | +33.3% |
| 10Y | +456.5% | -23.1% | +479.7% | +431.1% |
| All | +1,645.7% | +98.4% | +1,547.4% | +817.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling