+1,754.0%
HCA vs GNRC
+1,466.1%
+287.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.9% | -1.6% | +0.8% |
| 7D | +5.4% | -0.2% | +5.6% | +5.4% |
| 30D | +3.0% | -15.7% | +18.7% | +6.2% |
| 3M | +13.0% | -27.3% | +40.4% | +18.9% |
| 6M | -20.3% | -12.1% | -8.2% | -20.0% |
| YTD | -8.2% | +37.1% | -45.4% | -16.3% |
| 1Y | +6.7% | -0.5% | +7.2% | +2.9% |
| 3Y | +60.4% | +61.5% | -1.1% | +34.7% |
| 5Y | +73.4% | -58.6% | +132.0% | +85.8% |
| 10Y | +506.9% | +446.3% | +60.7% | +237.8% |
| All | +1,754.0% | +1,466.1% | +287.8% | +622.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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