+299.1%
HCA vs REPL
-7.7%
+306.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.7% |
| 7D | -2.8% | -5.7% | +2.9% | -2.6% |
| 30D | -2.7% | +22.5% | -25.2% | -3.5% |
| 3M | +11.5% | +64.7% | -53.2% | +7.7% |
| 6M | -24.3% | +83.0% | -107.3% | -29.9% |
| YTD | -13.6% | +52.0% | -65.5% | -19.5% |
| 1Y | -3.2% | +144.5% | -147.7% | -14.2% |
| 3Y | +50.4% | -25.1% | +75.5% | +29.4% |
| 5Y | +64.8% | -52.9% | +117.6% | +43.7% |
| All | +299.1% | -7.7% | +306.8% | +197.9% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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