+64.8%
HCA vs RF
+89.9%
-25.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | -0.4% |
| 7D | -2.8% | +2.7% | -5.5% | -3.5% |
| 30D | -2.7% | -3.4% | +0.6% | -1.9% |
| 3M | +11.5% | +6.4% | +5.1% | +9.8% |
| 6M | -24.3% | +13.4% | -37.7% | -26.7% |
| YTD | -13.6% | +14.2% | -27.8% | -16.7% |
| 1Y | -3.2% | +15.7% | -18.9% | -7.2% |
| 3Y | +50.4% | +91.3% | -40.9% | +21.2% |
| 5Y | +64.8% | +89.8% | -25.0% | +30.4% |
| All | +64.8% | +89.9% | -25.2% | +30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling