+114.5%
HCA vs ABCL
-8.0%
+122.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +9.0% | +2.3% | +6.7% | +8.9% |
| 30D | +11.8% | -0.7% | +12.5% | +11.8% |
| 3M | +22.1% | +33.4% | -11.3% | +21.0% |
| 6M | +16.4% | +137.8% | -121.4% | +13.2% |
| YTD | +8.6% | +264.3% | -255.7% | +3.6% |
| 1Y | +10.6% | +209.2% | -198.6% | +6.2% |
| 3Y | +121.7% | +208.4% | -86.7% | +107.5% |
| 5Y | +114.5% | -11.9% | +126.3% | +106.6% |
| All | +114.5% | -8.0% | +122.4% | +106.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling