+358.7%
ALAB vs HCA
+29.7%
+329.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.1% | -5.2% | -5.4% |
| 7D | +0.6% | +2.9% | -2.3% | +1.8% |
| 30D | -8.8% | +2.4% | -11.2% | -7.9% |
| 3M | -14.0% | +13.0% | -27.1% | -8.4% |
| 6M | +144.3% | -21.4% | +165.7% | +137.3% |
| YTD | +71.0% | -9.5% | +80.5% | +71.8% |
| 1Y | +23.5% | +7.5% | +16.0% | +26.7% |
| All | +358.7% | +29.7% | +329.0% | +415.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling