+50.4%
HCA vs ABCL
+105.4%
-55.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -2.8% | +1.4% | -4.2% | -2.8% |
| 30D | -2.7% | +65.1% | -67.8% | -2.2% |
| 3M | +11.5% | +111.1% | -99.6% | +12.5% |
| 6M | -24.3% | +231.6% | -255.9% | -23.5% |
| YTD | -13.6% | +234.5% | -248.1% | -12.8% |
| 1Y | -3.2% | +174.3% | -177.5% | -2.3% |
| 3Y | +50.4% | +111.5% | -61.0% | +51.7% |
| All | +50.4% | +105.4% | -55.0% | +51.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling