+224.0%
HCA vs GH
+486.6%
-262.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.1% | +3.8% | +4.8% |
| 7D | +4.9% | -0.2% | +5.1% | +4.9% |
| 30D | +1.9% | -2.6% | +4.5% | +2.1% |
| 3M | +12.7% | +25.1% | -12.4% | +9.9% |
| 6M | -22.3% | +78.5% | -100.8% | -27.4% |
| YTD | -9.3% | +59.4% | -68.7% | -14.5% |
| 1Y | +2.7% | +173.9% | -171.1% | -9.1% |
| 3Y | +57.8% | +382.7% | -324.9% | +25.4% |
| 5Y | +70.3% | +24.4% | +45.9% | +51.4% |
| All | +224.0% | +486.6% | -262.6% | +121.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling