+1,658.7%
HCA vs ALB
+184.0%
+1,474.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.4% | +3.4% | -0.2% |
| 7D | -3.1% | -8.1% | +5.0% | -1.6% |
| 30D | -1.1% | +6.3% | -7.4% | -2.5% |
| 3M | +12.2% | -23.6% | +35.7% | +17.3% |
| 6M | -25.3% | -24.6% | -0.7% | -22.4% |
| YTD | -12.9% | -10.3% | -2.7% | -13.4% |
| 1Y | -0.9% | +61.5% | -62.4% | -14.1% |
| 3Y | +47.6% | -34.0% | +81.6% | +47.2% |
| 5Y | +67.0% | -44.6% | +111.6% | +64.2% |
| 10Y | +471.4% | +76.1% | +395.3% | +251.0% |
| All | +1,658.7% | +184.0% | +1,474.7% | +811.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling