-1.0%
ALAB vs HCA
+16.7%
-17.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.9% |
| 7D | +16.3% | +0.8% | +15.5% | +16.8% |
| 30D | -26.1% | +6.1% | -32.2% | -22.3% |
| 3M | -31.3% | +21.4% | -52.7% | -18.6% |
| 6M | -1.0% | +17.2% | -18.2% | +15.4% |
| All | -1.0% | +16.7% | -17.8% | +15.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling