+382.9%
AMT vs HCA
+1,648.5%
-1,265.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | 0.0% | -0.9% |
| 7D | -0.2% | -3.1% | +2.9% | +0.5% |
| 30D | +4.6% | -1.1% | +5.8% | +4.8% |
| 3M | -8.4% | +12.2% | -20.6% | -11.0% |
| 6M | -6.0% | -25.3% | +19.3% | -0.5% |
| YTD | +2.1% | -12.9% | +15.1% | +4.3% |
| 1Y | -6.4% | -0.9% | -5.4% | -7.3% |
| 3Y | +8.1% | +47.6% | -39.6% | -3.1% |
| 5Y | -31.9% | +67.0% | -98.9% | -41.5% |
| 10Y | +97.1% | +471.4% | -374.3% | +27.2% |
| All | +382.9% | +1,648.5% | -1,265.6% | +130.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling