+2,101.5%
HCA vs RF
+494.8%
+1,606.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -0.9% | -1.3% | +0.4% | -0.4% |
| 30D | +10.3% | +4.6% | +5.7% | +8.6% |
| 3M | +23.2% | -8.4% | +31.7% | +27.1% |
| 6M | +19.1% | +8.9% | +10.3% | +15.2% |
| YTD | +9.0% | +8.8% | +0.2% | +5.0% |
| 1Y | +10.2% | +18.9% | -8.7% | +2.7% |
| 3Y | +122.4% | +116.0% | +6.4% | +59.1% |
| 5Y | +116.3% | +46.0% | +70.2% | +74.2% |
| 10Y | +686.6% | +231.7% | +454.8% | +322.8% |
| All | +2,101.5% | +494.8% | +1,606.7% | +726.7% |
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