-0.9%
HCA vs GIS
-18.7%
+17.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.4% | -0.5% |
| 7D | -3.1% | -7.8% | +4.8% | -1.3% |
| 30D | -1.1% | +6.6% | -7.7% | -2.9% |
| 3M | +12.2% | +21.0% | -8.8% | +7.0% |
| 6M | -25.3% | -9.1% | -16.3% | -24.9% |
| YTD | -12.9% | -13.6% | +0.7% | -11.5% |
| 1Y | -0.9% | -18.0% | +17.1% | +2.8% |
| All | -0.9% | -18.7% | +17.7% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 1y: compounded portfolio wealth divided by compounded GIS 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…
1y analysis · Full analysis span regression · 6 months rolling