+91.1%
AMKR vs HCA
+71.9%
+19.2%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.4% | +3.1% | +4.1% |
| 7D | +8.3% | +5.4% | +2.9% | +7.1% |
| 30D | -6.8% | +3.0% | -9.8% | -7.5% |
| 3M | -31.9% | +13.0% | -45.0% | -35.2% |
| 6M | +18.4% | -20.3% | +38.6% | +26.5% |
| YTD | +31.7% | -8.2% | +39.9% | +33.1% |
| 1Y | +105.2% | +6.7% | +98.5% | +94.3% |
| 3Y | +147.7% | +60.4% | +87.4% | +87.0% |
| All | +91.1% | +71.9% | +19.2% | +30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling