+9.0%
HCA vs ABCL
+138.2%
-129.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.8% | +9.5% | +10.4% |
| 7D | +10.2% | -10.0% | +20.2% | +9.7% |
| 30D | +17.4% | -10.9% | +28.3% | +16.9% |
| 3M | +27.7% | +101.6% | -74.0% | +33.9% |
| 6M | +20.0% | +167.5% | -147.5% | +30.4% |
| YTD | +10.0% | +259.1% | -249.1% | +23.1% |
| 1Y | +9.0% | +152.2% | -143.1% | +21.7% |
| All | +9.0% | +138.2% | -129.2% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling