+384.5%
ALAB vs HCA
+29.9%
+354.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.9% | -0.9% | +6.1% |
| 7D | +9.6% | +4.9% | +4.7% | +11.8% |
| 30D | -5.3% | +1.9% | -7.1% | -4.5% |
| 3M | -12.0% | +12.7% | -24.8% | -6.4% |
| 6M | +145.7% | -22.3% | +168.1% | +137.9% |
| YTD | +80.7% | -9.3% | +90.0% | +81.6% |
| 1Y | +40.1% | +2.7% | +37.4% | +43.4% |
| All | +384.5% | +29.9% | +354.6% | +444.4% |
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