+58.5%
HCA vs S
+13.6%
+44.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.9% | +4.9% |
| 7D | +4.9% | -1.2% | +6.1% | +5.0% |
| 30D | +1.9% | -12.6% | +14.4% | +2.2% |
| 3M | +12.7% | +27.6% | -14.8% | +11.7% |
| 6M | -22.3% | +35.5% | -57.8% | -23.4% |
| YTD | -9.3% | +29.6% | -38.9% | -10.4% |
| 1Y | +2.7% | +8.1% | -5.4% | +2.2% |
| All | +58.5% | +13.6% | +44.8% | +45.2% |
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