+142.4%
AMT vs HCA
+675.7%
-533.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.0% |
| 7D | +1.5% | +0.8% | +0.7% | +1.3% |
| 30D | +6.8% | +6.1% | +0.7% | +5.3% |
| 3M | +11.2% | +21.4% | -10.2% | +6.3% |
| 6M | +12.5% | +17.2% | -4.7% | +7.9% |
| YTD | +12.5% | +7.5% | +5.0% | +9.6% |
| 1Y | +10.1% | +6.2% | +3.9% | +7.4% |
| 3Y | +16.0% | +122.0% | -106.0% | -6.2% |
| 5Y | -17.2% | +112.2% | -129.3% | -33.7% |
| All | +142.4% | +675.7% | -533.3% | +59.5% |
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