+100.9%
AAOI vs HCA
+11.2%
+89.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +10.3% | -17.7% | +0.4% |
| 7D | -27.9% | +10.2% | -38.2% | -22.0% |
| 30D | -51.2% | +17.4% | -68.7% | -44.3% |
| 3M | -55.0% | +27.7% | -82.6% | -44.9% |
| 6M | -65.7% | +20.0% | -85.7% | -55.0% |
| YTD | +70.0% | +10.0% | +60.0% | +124.4% |
| 1Y | +100.9% | +9.0% | +91.9% | +155.9% |
| All | +100.9% | +11.2% | +89.7% | +155.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 1y: compounded portfolio wealth divided by compounded HCA 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…
1y analysis · Full analysis span regression · 6 months rolling