+490.2%
HCA vs ALB
+84.6%
+405.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | +0.3% |
| 7D | +2.9% | -7.6% | +10.5% | +4.2% |
| 30D | +2.4% | -5.6% | +8.0% | +3.2% |
| 3M | +13.0% | -16.8% | +29.9% | +15.8% |
| 6M | -21.4% | -26.3% | +4.9% | -18.4% |
| YTD | -9.5% | -13.2% | +3.8% | -9.3% |
| 1Y | +7.5% | +68.8% | -61.3% | -5.6% |
| 3Y | +57.6% | -30.7% | +88.3% | +56.7% |
| 5Y | +71.1% | -46.3% | +117.4% | +71.2% |
| All | +490.2% | +84.6% | +405.5% | +256.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling