-30.9%
AMT vs HCA
+73.0%
-103.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.9% | -5.1% | -1.4% |
| 7D | +1.5% | +4.9% | -3.5% | +0.2% |
| 30D | +3.7% | +1.9% | +1.9% | +3.2% |
| 3M | -7.2% | +12.7% | -19.9% | -10.3% |
| 6M | -4.2% | -22.3% | +18.2% | +1.8% |
| YTD | +1.9% | -9.3% | +11.2% | +3.3% |
| 1Y | -6.4% | +2.7% | -9.1% | -8.7% |
| 3Y | +7.7% | +57.8% | -50.1% | -9.2% |
| 5Y | -30.9% | +70.3% | -101.2% | -47.1% |
| All | -30.9% | +73.0% | -103.9% | -47.1% |
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