+58.2%
HCA vs USAR
+57.7%
+0.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.0% | +5.8% | -0.2% |
| 7D | +2.9% | -9.3% | +12.3% | +2.9% |
| 30D | +2.4% | -15.2% | +17.6% | +2.3% |
| 3M | +13.0% | -21.1% | +34.2% | +13.0% |
| 6M | -21.4% | -21.6% | +0.2% | -21.5% |
| YTD | -9.5% | +34.8% | -44.3% | -9.8% |
| 1Y | +7.5% | +15.6% | -8.1% | +6.9% |
| All | +58.2% | +57.7% | +0.5% | +57.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling