+652.7%
HCA vs GD
+165.4%
+487.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | +0.1% | -0.4% |
| 7D | -1.3% | +1.9% | -3.2% | -2.4% |
| 30D | +8.7% | +9.2% | -0.6% | +2.8% |
| 3M | +21.0% | -7.5% | +28.4% | +26.2% |
| 6M | +17.0% | +5.8% | +11.2% | +12.5% |
| YTD | +7.8% | +9.8% | -2.0% | +0.4% |
| 1Y | +6.4% | +5.8% | +0.7% | +1.3% |
| 3Y | +120.0% | +58.0% | +62.0% | +57.7% |
| 5Y | +112.9% | +100.4% | +12.4% | +26.5% |
| All | +652.7% | +165.4% | +487.3% | +305.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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