+1,731.8%
HCA vs GIS
+72.4%
+1,659.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.6% | +6.5% | +5.4% |
| 7D | +4.9% | -8.6% | +13.5% | +7.5% |
| 30D | +1.9% | -0.5% | +2.3% | +1.8% |
| 3M | +12.7% | +11.9% | +0.8% | +8.9% |
| 6M | -22.3% | -11.6% | -10.8% | -20.1% |
| YTD | -9.3% | -16.3% | +7.0% | -5.6% |
| 1Y | +2.7% | -21.8% | +24.5% | +8.9% |
| 3Y | +57.8% | -35.7% | +93.5% | +75.2% |
| 5Y | +70.3% | -22.9% | +93.2% | +78.3% |
| 10Y | +499.7% | -16.8% | +516.5% | +503.5% |
| All | +1,731.8% | +72.4% | +1,659.4% | +896.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling