+114.5%
HCA vs ALC
-9.1%
+123.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.5% | -1.5% |
| 7D | +0.8% | -1.1% | +1.9% | +1.2% |
| 30D | +6.1% | +16.0% | -10.0% | +0.6% |
| 3M | +21.4% | +0.8% | +20.6% | +20.9% |
| 6M | +17.2% | +16.8% | +0.3% | +10.4% |
| YTD | +7.5% | -5.5% | +13.0% | +8.4% |
| 1Y | +6.2% | -5.3% | +11.4% | +6.8% |
| 3Y | +122.0% | +4.1% | +117.9% | +105.2% |
| All | +114.5% | -9.1% | +123.6% | +109.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling