+41.0%
HCA vs USAR
+74.5%
-33.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | -2.8% | +2.3% | -5.1% | -2.8% |
| 30D | -2.7% | -8.6% | +5.9% | -2.8% |
| 3M | +11.5% | -20.5% | +32.0% | +11.5% |
| 6M | -24.3% | +1.2% | -25.5% | -24.4% |
| YTD | -13.6% | +48.4% | -62.0% | -13.9% |
| 1Y | -3.2% | +30.6% | -33.8% | -3.7% |
| 3Y | +50.4% | +73.6% | -23.2% | +52.7% |
| All | +41.0% | +74.5% | -33.5% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded USAR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling