+83.1%
HCA vs GEHC
+2.1%
+81.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.8% | +1.5% |
| 7D | +5.4% | -7.2% | +12.6% | +7.1% |
| 30D | +3.0% | -11.6% | +14.5% | +5.7% |
| 3M | +13.0% | -0.8% | +13.9% | +12.9% |
| 6M | -20.3% | -11.9% | -8.3% | -18.6% |
| YTD | -8.2% | -21.9% | +13.7% | -4.0% |
| 1Y | +6.7% | -17.8% | +24.5% | +10.0% |
| 3Y | +60.4% | -3.5% | +63.9% | +58.0% |
| All | +83.1% | +2.1% | +81.1% | +80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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