-41.3%
ALNY vs HCA
-0.5%
-40.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.9% |
| 7D | +12.2% | -3.1% | +15.3% | +13.0% |
| 30D | +16.3% | -1.1% | +17.5% | +16.5% |
| 3M | -12.4% | +12.2% | -24.5% | -13.0% |
| 6M | -18.7% | -25.3% | +6.7% | -19.7% |
| YTD | -33.1% | -12.9% | -20.1% | -33.5% |
| 1Y | -41.3% | -0.9% | -40.4% | -43.7% |
| All | -41.3% | -0.5% | -40.8% | -43.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling