+60.4%
HCA vs RUN
-39.0%
+99.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.4% |
| 7D | +5.4% | -3.7% | +9.1% | +5.5% |
| 30D | +3.0% | -13.0% | +16.0% | +3.4% |
| 3M | +13.0% | -31.8% | +44.8% | +14.2% |
| 6M | -20.3% | -32.2% | +12.0% | -19.6% |
| YTD | -8.2% | -53.5% | +45.2% | -6.8% |
| 1Y | +6.7% | -46.5% | +53.2% | +7.1% |
| 3Y | +60.4% | -37.6% | +98.0% | +45.8% |
| All | +60.4% | -39.0% | +99.4% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 3y: compounded portfolio wealth divided by compounded RUN 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…
3y analysis · Full analysis span regression · 6 months rolling