+9.0%
HCA vs AFL
+18.6%
-9.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.0% | +9.3% | +9.9% |
| 7D | +10.2% | +2.9% | +7.3% | +8.9% |
| 30D | +17.4% | +11.5% | +5.9% | +12.0% |
| 3M | +27.7% | +0.6% | +27.1% | +27.4% |
| 6M | +20.0% | +11.7% | +8.3% | +15.6% |
| YTD | +10.0% | +15.4% | -5.4% | +5.5% |
| 1Y | +9.0% | +17.6% | -8.5% | +3.6% |
| All | +9.0% | +18.6% | -9.6% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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