+1.9%
AMKR vs HCA
+11.2%
-9.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +10.3% | -15.5% | -0.3% |
| 7D | -15.5% | +10.2% | -25.8% | -11.1% |
| 30D | -34.7% | +17.4% | -52.1% | -29.1% |
| 3M | -36.1% | +27.7% | -63.7% | -27.5% |
| 6M | -49.6% | +20.0% | -69.6% | -40.5% |
| YTD | -9.2% | +10.0% | -19.2% | +7.2% |
| 1Y | +1.9% | +9.0% | -7.1% | +19.9% |
| All | +1.9% | +11.2% | -9.3% | +19.9% |
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