+60.4%
HCA vs UL
+20.7%
+39.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.7% | +1.1% |
| 7D | +5.4% | -3.4% | +8.8% | +6.7% |
| 30D | +3.0% | +0.5% | +2.5% | +2.7% |
| 3M | +13.0% | +7.2% | +5.8% | +10.3% |
| 6M | -20.3% | -3.1% | -17.2% | -19.8% |
| YTD | -8.2% | -2.7% | -5.5% | -8.1% |
| 1Y | +6.7% | -10.2% | +16.9% | +9.7% |
| 3Y | +60.4% | +20.3% | +40.1% | +52.2% |
| All | +60.4% | +20.7% | +39.7% | +52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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