+227.9%
HCA vs GH
+467.1%
-239.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.5% |
| 7D | +5.4% | -2.5% | +7.9% | +5.7% |
| 30D | +3.0% | -4.7% | +7.7% | +3.4% |
| 3M | +13.0% | +20.2% | -7.2% | +10.6% |
| 6M | -20.3% | +78.8% | -99.0% | -25.5% |
| YTD | -8.2% | +54.1% | -62.3% | -13.1% |
| 1Y | +6.7% | +177.1% | -170.4% | -5.8% |
| 3Y | +60.4% | +371.6% | -311.2% | +27.7% |
| 5Y | +73.4% | +21.9% | +51.5% | +54.3% |
| All | +227.9% | +467.1% | -239.2% | +125.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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