+1,729.1%
HCA vs UL
+212.7%
+1,516.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.2% | +0.4% |
| 7D | +2.9% | -4.1% | +7.0% | +4.7% |
| 30D | +2.4% | -1.2% | +3.6% | +2.8% |
| 3M | +13.0% | +6.0% | +7.1% | +10.2% |
| 6M | -21.4% | -5.5% | -15.9% | -19.8% |
| YTD | -9.5% | -3.3% | -6.1% | -8.7% |
| 1Y | +7.5% | -9.8% | +17.3% | +11.4% |
| 3Y | +57.6% | +20.1% | +37.5% | +43.1% |
| 5Y | +71.1% | +19.2% | +51.9% | +53.3% |
| 10Y | +498.8% | +65.4% | +433.4% | +356.2% |
| All | +1,729.1% | +212.7% | +1,516.4% | +841.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling