+60.4%
HCA vs GTLB
-10.9%
+71.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.0% | +1.4% |
| 7D | +5.4% | -5.7% | +11.1% | +5.4% |
| 30D | +3.0% | +15.1% | -12.2% | +3.1% |
| 3M | +13.0% | +65.5% | -52.4% | +13.2% |
| 6M | -20.3% | +102.9% | -123.2% | -20.0% |
| YTD | -8.2% | +25.2% | -33.4% | -7.3% |
| 1Y | +6.7% | -5.5% | +12.2% | +8.5% |
| 3Y | +60.4% | -10.9% | +71.3% | +54.7% |
| All | +60.4% | -10.9% | +71.3% | +54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 3y: compounded portfolio wealth divided by compounded GTLB 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…
3y analysis · Full analysis span regression · 6 months rolling