+71.1%
HCA vs ALC
-19.4%
+90.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | +0.8% |
| 7D | +2.9% | -7.7% | +10.6% | +5.8% |
| 30D | +2.4% | -11.7% | +14.1% | +6.9% |
| 3M | +13.0% | +0.7% | +12.4% | +12.6% |
| 6M | -21.4% | -17.1% | -4.3% | -16.6% |
| YTD | -9.5% | -15.1% | +5.7% | -5.1% |
| 1Y | +7.5% | -14.1% | +21.6% | +11.8% |
| 3Y | +57.6% | -18.2% | +75.8% | +62.1% |
| 5Y | +71.1% | -19.2% | +90.3% | +71.2% |
| All | +71.1% | -19.4% | +90.5% | +71.2% |
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