+2.7%
HCA vs RF
+15.2%
-12.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.6% | +5.5% | +5.1% |
| 7D | +4.9% | -0.1% | +5.1% | +4.9% |
| 30D | +1.9% | -4.0% | +5.9% | +2.9% |
| 3M | +12.7% | +5.6% | +7.2% | +11.8% |
| 6M | -22.3% | +13.1% | -35.4% | -23.8% |
| YTD | -9.3% | +13.6% | -22.9% | -11.1% |
| 1Y | +2.7% | +16.0% | -13.2% | -1.8% |
| All | +2.7% | +15.2% | -12.4% | -1.8% |
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