+122.0%
HCA vs ALB
-14.4%
+136.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.3% |
| 7D | +0.8% | -5.8% | +6.6% | +1.1% |
| 30D | +6.1% | -4.5% | +10.6% | +6.2% |
| 3M | +21.4% | -28.1% | +49.5% | +23.0% |
| 6M | +17.2% | -53.2% | +70.4% | +21.2% |
| YTD | +7.5% | -33.3% | +40.8% | +9.1% |
| 1Y | +6.2% | -17.4% | +23.6% | +6.6% |
| 3Y | +122.0% | -14.1% | +136.1% | +119.6% |
| All | +122.0% | -14.4% | +136.5% | +119.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling