-0.9%
HCA vs AEM
+40.5%
-41.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -1.0% |
| 7D | -3.1% | -0.5% | -2.6% | -3.1% |
| 30D | -1.1% | +24.0% | -25.1% | -1.6% |
| 3M | +12.2% | +16.1% | -3.9% | +11.9% |
| 6M | -25.3% | -11.6% | -13.7% | -25.4% |
| YTD | -12.9% | +21.5% | -34.5% | -13.0% |
| 1Y | -0.9% | +39.2% | -40.1% | -2.0% |
| All | -0.9% | +40.5% | -41.4% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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