+499.7%
HCA vs GD
+188.9%
+310.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.1% | +6.0% | +5.6% |
| 7D | +4.9% | -3.1% | +8.0% | +6.9% |
| 30D | +1.9% | -10.9% | +12.8% | +9.0% |
| 3M | +12.7% | +2.5% | +10.3% | +11.0% |
| 6M | -22.3% | -1.7% | -20.7% | -21.9% |
| YTD | -9.3% | +6.1% | -15.5% | -13.4% |
| 1Y | +2.7% | +11.7% | -9.0% | -5.2% |
| 3Y | +57.8% | +71.8% | -14.0% | +7.6% |
| 5Y | +70.3% | +92.2% | -21.9% | +5.8% |
| 10Y | +499.7% | +192.2% | +307.5% | +254.9% |
| All | +499.7% | +188.9% | +310.7% | +254.9% |
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