+1,731.8%
HCA vs GRMN
+1,237.5%
+494.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.3% | +6.2% | +5.3% |
| 7D | +4.9% | -1.4% | +6.3% | +5.4% |
| 30D | +1.9% | -13.1% | +15.0% | +6.4% |
| 3M | +12.7% | +14.9% | -2.2% | +6.9% |
| 6M | -22.3% | +13.1% | -35.5% | -26.2% |
| YTD | -9.3% | +35.3% | -44.6% | -19.2% |
| 1Y | +2.7% | +16.0% | -13.3% | -4.2% |
| 3Y | +57.8% | +179.6% | -121.8% | -0.6% |
| 5Y | +70.3% | +75.0% | -4.7% | +27.1% |
| 10Y | +499.7% | +644.1% | -144.5% | +174.0% |
| All | +1,731.8% | +1,237.5% | +494.3% | +494.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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