+2,053.4%
HCA vs RF
+488.0%
+1,565.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.3% |
| 7D | +4.6% | -0.9% | +5.5% | +5.0% |
| 30D | +12.7% | +6.0% | +6.7% | +10.4% |
| 3M | +21.3% | -8.9% | +30.2% | +25.3% |
| 6M | +15.7% | +2.3% | +13.4% | +14.5% |
| YTD | +6.6% | +7.6% | -1.0% | +3.2% |
| 1Y | +5.7% | +21.2% | -15.4% | -2.2% |
| 3Y | +119.2% | +108.5% | +10.7% | +59.0% |
| 5Y | +107.9% | +43.2% | +64.7% | +68.7% |
| 10Y | +610.7% | +288.1% | +322.6% | +262.1% |
| All | +2,053.4% | +488.0% | +1,565.5% | +712.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling