+122.0%
HCA vs ALC
+4.4%
+117.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.5% | -1.2% |
| 7D | +0.8% | -1.1% | +1.9% | +1.1% |
| 30D | +6.1% | +16.0% | -10.0% | +2.3% |
| 3M | +21.4% | +0.8% | +20.6% | +21.1% |
| 6M | +17.2% | +16.8% | +0.3% | +12.6% |
| YTD | +7.5% | -5.5% | +13.0% | +7.9% |
| 1Y | +6.2% | -5.3% | +11.4% | +6.4% |
| 3Y | +122.0% | +4.1% | +117.9% | +114.4% |
| All | +122.0% | +4.4% | +117.6% | +114.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling