-13.5%
AMT vs HCA
+111.8%
-125.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | +1.5% | +0.8% | +0.7% | +1.3% |
| 30D | +6.8% | +6.1% | +0.7% | +5.2% |
| 3M | +11.2% | +21.4% | -10.2% | +5.8% |
| 6M | +12.5% | +17.2% | -4.7% | +7.5% |
| YTD | +12.5% | +7.5% | +5.0% | +9.3% |
| 1Y | +10.1% | +6.2% | +3.9% | +7.2% |
| 3Y | +16.0% | +122.0% | -106.0% | -11.2% |
| All | -13.5% | +111.8% | -125.3% | -37.1% |
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