+1,754.0%
HCA vs GPN
+293.3%
+1,460.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | +5.4% | -4.6% | +10.0% | +7.1% |
| 30D | +3.0% | -0.3% | +3.2% | +2.8% |
| 3M | +13.0% | +35.4% | -22.4% | +0.9% |
| 6M | -20.3% | +21.7% | -41.9% | -26.7% |
| YTD | -8.2% | +14.9% | -23.1% | -14.9% |
| 1Y | +6.7% | +3.2% | +3.5% | +2.3% |
| 3Y | +60.4% | -27.1% | +87.5% | +67.8% |
| 5Y | +73.4% | -44.4% | +117.8% | +96.8% |
| 10Y | +506.9% | +27.0% | +479.9% | +393.1% |
| All | +1,754.0% | +293.3% | +1,460.6% | +762.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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