+9.0%
HCA vs RF
+25.4%
-16.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.5% | +8.8% | +9.9% |
| 7D | +10.2% | +2.3% | +8.0% | +9.6% |
| 30D | +17.4% | +7.2% | +10.2% | +15.2% |
| 3M | +27.7% | -8.2% | +35.9% | +30.8% |
| 6M | +20.0% | +7.0% | +13.0% | +18.2% |
| YTD | +10.0% | +10.3% | -0.3% | +7.4% |
| 1Y | +9.0% | +25.1% | -16.1% | +4.9% |
| All | +9.0% | +25.4% | -16.4% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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