-11.3%
ABT vs HCA
+71.9%
-83.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.7% | -1.8% |
| 7D | -5.9% | +5.4% | -11.3% | -7.4% |
| 30D | -8.1% | +3.0% | -11.1% | -9.0% |
| 3M | +14.5% | +13.0% | +1.5% | +10.2% |
| 6M | -6.3% | -20.3% | +14.0% | -0.5% |
| YTD | -17.1% | -8.2% | -8.9% | -15.8% |
| 1Y | -21.4% | +6.7% | -28.1% | -23.8% |
| 3Y | +5.9% | +60.4% | -54.5% | -11.5% |
| All | -11.3% | +71.9% | -83.2% | -31.6% |
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