+70.3%
HCA vs ALB
-43.9%
+114.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.8% | +7.8% | +5.2% |
| 7D | +4.9% | -8.6% | +13.5% | +5.7% |
| 30D | +1.9% | -4.0% | +5.9% | +2.2% |
| 3M | +12.7% | -17.4% | +30.1% | +14.5% |
| 6M | -22.3% | -25.4% | +3.0% | -20.7% |
| YTD | -9.3% | -10.5% | +1.2% | -9.4% |
| 1Y | +2.7% | +75.8% | -73.1% | -4.9% |
| 3Y | +57.8% | -28.5% | +86.3% | +60.0% |
| 5Y | +70.3% | -45.1% | +115.4% | +72.0% |
| All | +70.3% | -43.9% | +114.2% | +72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling