-3.2%
HCA vs GD
+12.5%
-15.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.5% |
| 7D | -2.8% | -3.5% | +0.7% | -1.7% |
| 30D | -2.7% | -9.0% | +6.3% | +0.2% |
| 3M | +11.5% | +5.1% | +6.4% | +10.6% |
| 6M | -24.3% | -1.0% | -23.3% | -24.6% |
| YTD | -13.6% | +7.3% | -20.9% | -14.4% |
| 1Y | -3.2% | +12.4% | -15.6% | -6.4% |
| All | -3.2% | +12.5% | -15.7% | -6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling