+72.5%
HCA vs GEHC
+6.6%
+65.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | -0.1% |
| 7D | -2.8% | -5.2% | +2.4% | -1.7% |
| 30D | -2.7% | -7.0% | +4.2% | -1.2% |
| 3M | +11.5% | +3.3% | +8.2% | +10.4% |
| 6M | -24.3% | -10.0% | -14.3% | -23.0% |
| YTD | -13.6% | -18.5% | +4.9% | -10.5% |
| 1Y | -3.2% | -14.4% | +11.2% | -1.0% |
| 3Y | +50.4% | +3.4% | +47.0% | +46.3% |
| All | +72.5% | +6.6% | +65.8% | +68.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling