+498.2%
HCA vs GDDY
+207.2%
+290.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.4% | +0.9% |
| 7D | +5.4% | -3.2% | +8.6% | +6.2% |
| 30D | +3.0% | +6.8% | -3.8% | +0.7% |
| 3M | +13.0% | +30.5% | -17.4% | +3.6% |
| 6M | -20.3% | +13.3% | -33.6% | -24.7% |
| YTD | -8.2% | -21.0% | +12.7% | -4.4% |
| 1Y | +6.7% | -34.0% | +40.7% | +17.3% |
| 3Y | +60.4% | +33.1% | +27.3% | +32.4% |
| 5Y | +73.4% | +30.3% | +43.1% | +40.0% |
| All | +498.2% | +207.2% | +290.9% | +250.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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