+1,314.2%
AAOI vs HCA
+71.9%
+1,242.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.6% | +1.8% |
| 7D | -0.2% | +5.4% | -5.6% | -1.0% |
| 30D | -23.7% | +3.0% | -26.7% | -24.2% |
| 3M | -39.0% | +13.0% | -52.0% | -41.2% |
| 6M | -17.0% | -20.3% | +3.2% | -11.0% |
| YTD | +202.2% | -8.2% | +210.5% | +206.7% |
| 1Y | +292.4% | +6.7% | +285.7% | +275.1% |
| 3Y | +804.4% | +60.4% | +744.0% | +583.9% |
| All | +1,314.2% | +71.9% | +1,242.3% | +865.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling