+499.7%
HCA vs RF
+334.5%
+165.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.6% | +5.5% | +5.2% |
| 7D | +4.9% | -0.1% | +5.1% | +5.0% |
| 30D | +1.9% | -4.0% | +5.9% | +3.4% |
| 3M | +12.7% | +5.6% | +7.2% | +10.4% |
| 6M | -22.3% | +13.1% | -35.4% | -26.1% |
| YTD | -9.3% | +13.6% | -22.9% | -14.1% |
| 1Y | +2.7% | +16.0% | -13.2% | -3.9% |
| 3Y | +57.8% | +90.2% | -32.4% | +15.5% |
| 5Y | +70.3% | +87.0% | -16.7% | +20.4% |
| 10Y | +499.7% | +338.5% | +161.2% | +215.3% |
| All | +499.7% | +334.5% | +165.2% | +215.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling