+72.8%
HCA vs GH
+20.8%
+52.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.4% |
| 7D | +5.4% | -2.5% | +7.9% | +5.6% |
| 30D | +3.0% | -4.7% | +7.7% | +3.3% |
| 3M | +13.0% | +20.2% | -7.2% | +11.3% |
| 6M | -20.3% | +78.8% | -99.0% | -24.0% |
| YTD | -8.2% | +54.1% | -62.3% | -11.7% |
| 1Y | +6.7% | +177.1% | -170.4% | -2.4% |
| 3Y | +60.4% | +371.6% | -311.2% | +36.0% |
| All | +72.8% | +20.8% | +52.0% | +42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling