+115.4%
HCA vs S
-57.1%
+172.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.4% |
| 7D | +5.4% | -0.7% | +6.1% | +5.5% |
| 30D | +3.0% | -11.4% | +14.4% | +3.7% |
| 3M | +13.0% | +33.8% | -20.8% | +10.4% |
| 6M | -20.3% | +39.5% | -59.7% | -22.6% |
| YTD | -8.2% | +31.7% | -39.9% | -10.7% |
| 1Y | +6.7% | +7.0% | -0.3% | +5.3% |
| 3Y | +60.4% | +11.8% | +48.6% | +53.7% |
| 5Y | +73.4% | -69.0% | +142.5% | +73.1% |
| All | +115.4% | -57.1% | +172.4% | +115.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling