+119.2%
HCA vs GD
+54.3%
+64.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.8% | -2.2% |
| 7D | +4.6% | -5.0% | +9.6% | +6.3% |
| 30D | +12.7% | +8.9% | +3.8% | +9.1% |
| 3M | +21.3% | -8.0% | +29.3% | +24.5% |
| 6M | +15.7% | +2.9% | +12.8% | +14.4% |
| YTD | +6.6% | +7.1% | -0.5% | +3.5% |
| 1Y | +5.7% | +5.9% | -0.2% | +3.0% |
| 3Y | +119.2% | +53.9% | +65.4% | +83.6% |
| All | +119.2% | +54.3% | +64.9% | +83.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling