+1,645.7%
HCA vs URA
-38.4%
+1,684.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.9% | -1.5% |
| 7D | -2.8% | +8.1% | -10.9% | -4.6% |
| 30D | -2.7% | +5.8% | -8.5% | -4.2% |
| 3M | +11.5% | +3.4% | +8.0% | +9.8% |
| 6M | -24.3% | -2.6% | -21.7% | -25.1% |
| YTD | -13.6% | +11.2% | -24.8% | -18.3% |
| 1Y | -3.2% | +19.8% | -23.0% | -11.7% |
| 3Y | +50.4% | +121.5% | -71.0% | +10.2% |
| 5Y | +64.8% | +134.5% | -69.7% | +12.7% |
| 10Y | +456.5% | +376.7% | +79.9% | +177.2% |
| All | +1,645.7% | -38.4% | +1,684.1% | +1,255.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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