+1,729.1%
HCA vs AEM
+284.1%
+1,445.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +0.1% |
| 7D | +2.9% | -5.0% | +8.0% | +3.3% |
| 30D | +2.4% | +8.5% | -6.1% | +1.7% |
| 3M | +13.0% | +29.3% | -16.2% | +10.7% |
| 6M | -21.4% | -12.9% | -8.5% | -20.9% |
| YTD | -9.5% | +16.8% | -26.2% | -11.1% |
| 1Y | +7.5% | +29.8% | -22.3% | +4.5% |
| 3Y | +57.6% | +336.7% | -279.1% | +38.6% |
| 5Y | +71.1% | +299.9% | -228.8% | +50.4% |
| 10Y | +498.8% | +362.2% | +136.6% | +413.5% |
| All | +1,729.1% | +284.1% | +1,445.0% | +1,517.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling