+122.0%
HCA vs S
+41.6%
+80.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | +0.8% | +2.0% | -1.2% | +0.8% |
| 30D | +6.1% | -2.7% | +8.8% | +6.1% |
| 3M | +21.4% | -6.9% | +28.3% | +21.5% |
| 6M | +17.2% | +38.1% | -20.9% | +16.1% |
| YTD | +7.5% | +48.0% | -40.5% | +6.2% |
| 1Y | +6.2% | +34.5% | -28.3% | +5.2% |
| 3Y | +122.0% | +38.3% | +83.7% | +113.0% |
| All | +122.0% | +41.6% | +80.4% | +113.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling