-22.3%
HCA vs UL
-3.6%
-18.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.7% | +6.6% | +5.7% |
| 7D | +4.9% | -3.2% | +8.1% | +6.5% |
| 30D | +1.9% | -0.6% | +2.5% | +2.1% |
| 3M | +12.7% | +9.4% | +3.3% | +9.0% |
| 6M | -22.3% | -4.1% | -18.2% | -26.7% |
| All | -22.3% | -3.6% | -18.8% | -26.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling