+9.0%
HCA vs HIG
+12.7%
-3.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +2.4% | +8.0% | +9.1% |
| 7D | +10.2% | +6.2% | +4.0% | +7.2% |
| 30D | +17.4% | +9.4% | +8.0% | +12.4% |
| 3M | +27.7% | -2.3% | +30.0% | +29.6% |
| 6M | +20.0% | +4.2% | +15.9% | +17.1% |
| YTD | +10.0% | +1.6% | +8.4% | +9.8% |
| 1Y | +9.0% | +9.9% | -0.9% | +4.5% |
| All | +9.0% | +12.7% | -3.7% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 1y: compounded portfolio wealth divided by compounded HIG 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…
1y analysis · Full analysis span regression · 6 months rolling