+243.3%
HCA vs ALC
+16.1%
+227.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.1% | +1.7% |
| 7D | +5.4% | -6.3% | +11.8% | +8.6% |
| 30D | +3.0% | -10.3% | +13.2% | +8.1% |
| 3M | +13.0% | -0.7% | +13.7% | +13.1% |
| 6M | -20.3% | -17.8% | -2.4% | -13.6% |
| YTD | -8.2% | -15.8% | +7.6% | -2.2% |
| 1Y | +6.7% | -16.7% | +23.4% | +13.8% |
| 3Y | +60.4% | -19.7% | +80.1% | +68.0% |
| 5Y | +73.4% | -19.8% | +93.2% | +78.3% |
| All | +243.3% | +16.1% | +227.2% | +157.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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