+72.8%
HCA vs GAP
+8.7%
+64.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.9% | -1.5% | +1.0% |
| 7D | +5.4% | -4.1% | +9.5% | +6.0% |
| 30D | +3.0% | +6.2% | -3.2% | +1.9% |
| 3M | +13.0% | -0.7% | +13.7% | +12.7% |
| 6M | -20.3% | -7.1% | -13.1% | -20.1% |
| YTD | -8.2% | -14.1% | +5.8% | -7.5% |
| 1Y | +6.7% | -8.5% | +15.2% | +6.2% |
| 3Y | +60.4% | +115.4% | -55.0% | +26.0% |
| All | +72.8% | +8.7% | +64.0% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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