+1,645.7%
HCA vs GAP
+71.5%
+1,574.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -2.8% | +1.7% | -4.5% | -3.2% |
| 30D | -2.7% | +9.3% | -12.1% | -4.9% |
| 3M | +11.5% | +6.1% | +5.4% | +9.5% |
| 6M | -24.3% | -2.3% | -22.0% | -24.9% |
| YTD | -13.6% | -10.6% | -3.0% | -13.2% |
| 1Y | -3.2% | -4.4% | +1.2% | -4.8% |
| 3Y | +50.4% | +118.3% | -67.9% | +9.7% |
| 5Y | +64.8% | +12.2% | +52.6% | +34.3% |
| 10Y | +456.5% | +33.7% | +422.8% | +255.6% |
| All | +1,645.7% | +71.5% | +1,574.3% | +734.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling