+402.0%
HCA vs TRU
+226.0%
+175.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.8% | +5.7% | +5.2% |
| 7D | +4.9% | -6.5% | +11.4% | +7.3% |
| 30D | +1.9% | -2.5% | +4.4% | +2.6% |
| 3M | +12.7% | +10.4% | +2.4% | +8.3% |
| 6M | -22.3% | +1.6% | -24.0% | -23.7% |
| YTD | -9.3% | -9.7% | +0.4% | -8.3% |
| 1Y | +2.7% | -17.3% | +20.0% | +6.6% |
| 3Y | +57.8% | -1.8% | +59.7% | +41.7% |
| 5Y | +70.3% | -36.2% | +106.6% | +83.1% |
| 10Y | +499.7% | +143.2% | +356.4% | +255.9% |
| All | +402.0% | +226.0% | +175.9% | +171.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 all: compounded portfolio wealth divided by compounded TRU 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…
all analysis · Full analysis span regression · 6 months rolling