+71.4%
HCA vs S
-71.0%
+142.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.7% |
| 3M | +12.7% | +27.6% | -14.8% | +10.4% |
| 6M | -22.3% | +35.5% | -57.8% | -24.5% |
| YTD | -9.3% | +29.6% | -38.9% | -11.7% |
| 1Y | +2.7% | +8.1% | -5.4% | +1.2% |
| 3Y | +57.8% | +14.8% | +43.1% | +50.5% |
| All | +71.4% | -71.0% | +142.4% | +71.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling