+236.1%
ALNY vs HCA
+511.6%
-275.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.2% |
| 7D | -6.5% | +5.4% | -12.0% | -7.7% |
| 30D | +11.0% | +3.0% | +8.1% | +10.1% |
| 3M | -14.1% | +13.0% | -27.1% | -16.4% |
| 6M | -22.4% | -20.3% | -2.1% | -18.5% |
| YTD | -37.5% | -8.2% | -29.2% | -36.7% |
| 1Y | -46.9% | +6.7% | -53.6% | -48.2% |
| 3Y | +22.1% | +60.4% | -38.3% | +7.0% |
| 5Y | +31.2% | +73.4% | -42.2% | +10.8% |
| All | +236.1% | +511.6% | -275.5% | +73.4% |
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 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