+400.4%
ALAB vs HCA
+24.7%
+375.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.0% | +10.8% | +9.3% |
| 7D | +7.2% | -3.1% | +10.3% | +5.8% |
| 30D | -2.5% | -1.1% | -1.4% | -2.9% |
| 3M | -13.3% | +12.2% | -25.5% | -7.9% |
| 6M | +172.8% | -25.3% | +198.2% | +160.1% |
| YTD | +86.6% | -12.9% | +99.5% | +84.6% |
| 1Y | +65.2% | -0.9% | +66.1% | +66.3% |
| All | +400.4% | +24.7% | +375.7% | +453.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling